+450.4%
WMT vs CNH
+55.5%
+394.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.5% | -0.4% |
| 7D | +0.1% | +8.8% | -8.7% | -0.8% |
| 30D | -5.0% | +24.7% | -29.6% | -7.4% |
| 3M | -11.3% | +27.3% | -38.6% | -13.9% |
| 6M | -13.8% | +23.2% | -36.9% | -16.3% |
| YTD | -4.2% | +48.9% | -53.1% | -9.0% |
| 1Y | +4.6% | +19.4% | -14.8% | +1.7% |
| 3Y | +100.5% | +7.8% | +92.7% | +94.8% |
| 5Y | +129.7% | +8.7% | +121.0% | +119.6% |
| 10Y | +423.4% | +149.5% | +273.9% | +341.2% |
| All | +450.4% | +55.5% | +394.9% | +380.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling