+100.5%
WMT vs CNH
+7.5%
+93.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.5% | -0.6% |
| 7D | +0.1% | +8.8% | -8.7% | -0.5% |
| 30D | -5.0% | +24.7% | -29.6% | -6.5% |
| 3M | -11.3% | +27.3% | -38.6% | -13.0% |
| 6M | -13.8% | +23.2% | -36.9% | -15.4% |
| YTD | -4.2% | +48.9% | -53.1% | -7.6% |
| 1Y | +4.6% | +19.4% | -14.8% | +2.8% |
| 3Y | +100.5% | +7.8% | +92.7% | +95.2% |
| All | +100.5% | +7.5% | +93.0% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling