+842.2%
WMT vs CME
+7,469.3%
-6,627.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +3.9% | -1.6% | +5.5% | +4.2% |
| 30D | -4.4% | +6.2% | -10.6% | -5.5% |
| 3M | -8.8% | +10.4% | -19.2% | -10.5% |
| 6M | -15.6% | -9.5% | -6.1% | -14.4% |
| YTD | -3.2% | +6.0% | -9.2% | -4.6% |
| 1Y | +7.0% | +9.3% | -2.2% | +4.9% |
| 3Y | +105.3% | +57.7% | +47.6% | +87.7% |
| 5Y | +129.3% | +77.7% | +51.6% | +104.1% |
| 10Y | +423.9% | +281.2% | +142.7% | +301.8% |
| All | +842.2% | +7,469.3% | -6,627.1% | +346.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling