+421.1%
WMT vs CME
+280.4%
+140.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.5% | -2.4% | -0.1% | -2.0% |
| 30D | -6.4% | +6.2% | -12.6% | -7.7% |
| 3M | -12.1% | +4.4% | -16.5% | -13.1% |
| 6M | -15.0% | -9.6% | -5.3% | -13.3% |
| YTD | -4.5% | +3.8% | -8.3% | -5.8% |
| 1Y | +6.2% | +9.5% | -3.4% | +3.4% |
| 3Y | +99.9% | +51.9% | +48.0% | +79.6% |
| 5Y | +131.4% | +78.7% | +52.7% | +98.6% |
| All | +421.1% | +280.4% | +140.7% | +291.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling