+168.5%
WMT vs CL
+39.7%
+128.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -0.9% |
| 7D | +1.6% | +1.3% | +0.3% | +1.2% |
| 30D | +16.1% | +11.4% | +4.7% | +11.5% |
| 3M | +12.3% | +4.4% | +7.8% | +10.4% |
| 6M | -3.1% | +10.8% | -13.9% | -6.8% |
| YTD | +13.4% | +25.1% | -11.7% | +4.5% |
| 1Y | +24.5% | +28.0% | -3.5% | +13.7% |
| 3Y | +135.7% | +37.6% | +98.1% | +104.3% |
| All | +168.5% | +39.7% | +128.9% | +130.8% |
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 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