+421.1%
WMT vs CNH
+157.1%
+264.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.2% |
| 7D | -2.5% | -2.5% | 0.0% | -2.2% |
| 30D | -6.4% | +27.0% | -33.4% | -9.1% |
| 3M | -12.1% | +32.6% | -44.7% | -15.2% |
| 6M | -15.0% | +23.6% | -38.5% | -17.5% |
| YTD | -4.5% | +47.8% | -52.3% | -9.4% |
| 1Y | +6.2% | +21.3% | -15.1% | +3.0% |
| 3Y | +99.9% | +7.0% | +92.9% | +94.2% |
| 5Y | +131.4% | +10.2% | +121.3% | +120.3% |
| All | +421.1% | +157.1% | +264.0% | +330.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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