+428.1%
WMT vs CNC
+99.9%
+328.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.2% | +1.2% |
| 7D | 0.0% | -0.9% | +0.9% | +0.1% |
| 30D | -7.4% | -1.0% | -6.4% | -7.3% |
| 3M | -10.9% | +4.5% | -15.4% | -11.4% |
| 6M | -12.7% | +85.2% | -97.9% | -18.0% |
| YTD | -3.2% | +61.4% | -64.6% | -8.2% |
| 1Y | +5.3% | +94.9% | -89.6% | -2.5% |
| 3Y | +101.9% | 0.0% | +101.9% | +97.0% |
| 5Y | +134.6% | +11.2% | +123.4% | +123.7% |
| All | +428.1% | +99.9% | +328.1% | +382.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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