+10,587.0%
WMT vs CL
+5,414.6%
+5,172.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | +12.9% | +11.6% | +1.3% | +8.2% |
| 3M | +12.6% | +5.6% | +7.0% | +10.3% |
| 6M | -3.4% | +13.2% | -16.6% | -8.1% |
| YTD | +13.5% | +26.9% | -13.4% | +3.2% |
| 1Y | +23.5% | +27.3% | -3.8% | +12.0% |
| 3Y | +137.3% | +39.7% | +97.6% | +105.4% |
| 5Y | +167.9% | +41.3% | +126.6% | +129.2% |
| 10Y | +526.6% | +76.3% | +450.3% | +384.2% |
| All | +10,587.0% | +5,414.6% | +5,172.4% | +1,446.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling