+135.9%
WMT vs CMI
+164.8%
-28.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.2% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -7.4% | -12.4% | +5.0% | -5.6% |
| 3M | -10.9% | -14.8% | +3.9% | -9.1% |
| 6M | -12.7% | +0.8% | -13.5% | -13.8% |
| YTD | -3.2% | +10.2% | -13.4% | -6.1% |
| 1Y | +5.3% | +37.4% | -32.2% | -2.2% |
| 3Y | +101.9% | +153.3% | -51.4% | +66.0% |
| All | +135.9% | +164.8% | -28.9% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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