+1,026.5%
WMT vs CME
+8,496.5%
-7,470.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | +2.0% | +3.9% | -1.9% | +1.3% |
| 30D | +10.3% | +11.3% | -1.1% | +8.2% |
| 3M | +11.0% | +19.6% | -8.6% | +7.4% |
| 6M | -2.3% | +8.1% | -10.4% | -3.9% |
| YTD | +15.7% | +20.4% | -4.7% | +11.5% |
| 1Y | +26.0% | +16.5% | +9.5% | +22.1% |
| 3Y | +136.5% | +66.4% | +70.1% | +114.2% |
| 5Y | +176.8% | +74.5% | +102.4% | +147.2% |
| 10Y | +537.5% | +308.5% | +229.1% | +382.7% |
| All | +1,026.5% | +8,496.5% | -7,470.0% | +421.6% |
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