+8,900.5%
WMT vs CMI
+19,556.0%
-10,655.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -0.2% | +0.7% | -0.9% | -0.4% |
| 30D | -5.8% | -12.3% | +6.4% | -3.7% |
| 3M | -10.8% | -16.8% | +6.0% | -8.3% |
| 6M | -14.3% | +1.5% | -15.9% | -15.2% |
| YTD | -4.4% | +9.8% | -14.2% | -6.8% |
| 1Y | +4.3% | +42.6% | -38.2% | -3.1% |
| 3Y | +100.1% | +151.0% | -50.9% | +66.9% |
| 5Y | +130.8% | +167.0% | -36.2% | +88.6% |
| 10Y | +433.7% | +512.2% | -78.4% | +269.0% |
| All | +8,900.5% | +19,556.0% | -10,655.4% | +2,419.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling