+131.3%
WMT vs CNH
+9.9%
+121.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.5% | -0.6% |
| 7D | +0.1% | +8.8% | -8.7% | -0.6% |
| 30D | -5.0% | +24.7% | -29.6% | -6.8% |
| 3M | -11.3% | +27.3% | -38.6% | -13.3% |
| 6M | -13.8% | +23.2% | -36.9% | -15.7% |
| YTD | -4.2% | +48.9% | -53.1% | -8.0% |
| 1Y | +4.6% | +19.4% | -14.8% | +2.4% |
| 3Y | +100.5% | +7.8% | +92.7% | +96.1% |
| All | +131.3% | +9.9% | +121.4% | +120.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling