+132.3%
WMT vs CL
+28.4%
+104.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.6% |
| 7D | +3.9% | -2.2% | +6.1% | +4.8% |
| 30D | -4.4% | -4.8% | +0.4% | -2.7% |
| 3M | -8.8% | +4.9% | -13.7% | -10.3% |
| 6M | -15.6% | -5.7% | -9.9% | -14.0% |
| YTD | -3.2% | +14.4% | -17.6% | -7.7% |
| 1Y | +7.0% | +8.7% | -1.7% | +3.7% |
| 3Y | +105.3% | +30.0% | +75.3% | +81.8% |
| All | +132.3% | +28.4% | +104.0% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling