+829.9%
WMT vs CNC
+5,287.0%
-4,457.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -0.2% | -4.9% | +4.6% | +0.3% |
| 30D | -5.8% | -3.8% | -2.1% | -5.5% |
| 3M | -10.8% | -3.2% | -7.5% | -10.6% |
| 6M | -14.3% | +47.9% | -62.2% | -18.3% |
| YTD | -4.4% | +55.7% | -60.1% | -9.5% |
| 1Y | +4.3% | +106.2% | -101.9% | -4.5% |
| 3Y | +100.1% | -2.1% | +102.1% | +93.8% |
| 5Y | +130.8% | +3.4% | +127.4% | +120.5% |
| 10Y | +433.7% | +91.7% | +342.1% | +363.3% |
| All | +829.9% | +5,287.0% | -4,457.1% | +420.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling