+170.1%
WMT vs CNH
-9.2%
+179.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.3% |
| 7D | +0.6% | +4.5% | -4.0% | +0.1% |
| 30D | +12.8% | +7.6% | +5.1% | +12.0% |
| 3M | +11.7% | +17.0% | -5.3% | +10.0% |
| 6M | -3.5% | +12.9% | -16.5% | -4.9% |
| YTD | +13.4% | +34.3% | -20.8% | +9.8% |
| 1Y | +23.6% | +28.5% | -4.9% | +20.0% |
| 3Y | +133.9% | +31.9% | +102.0% | +124.3% |
| 5Y | +170.1% | -9.6% | +179.7% | +163.2% |
| All | +170.1% | -9.2% | +179.4% | +163.2% |
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 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