+23.6%
WMT vs CL
+28.1%
-4.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.2% |
| 7D | +0.6% | +2.6% | -2.0% | -0.6% |
| 30D | +12.8% | +11.8% | +1.0% | +7.5% |
| 3M | +11.7% | +5.9% | +5.8% | +8.7% |
| 6M | -3.5% | +13.3% | -16.8% | -8.3% |
| YTD | +13.4% | +27.1% | -13.7% | +8.0% |
| 1Y | +23.6% | +28.0% | -4.4% | +17.8% |
| All | +23.6% | +28.1% | -4.5% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling