+27.4%
WMT vs COMP
+23.8%
+3.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.7% | -4.3% | +3.6% |
| 7D | +8.8% | +9.5% | -0.7% | +9.0% |
| 30D | +22.9% | +8.1% | +14.9% | +23.2% |
| 3M | +16.1% | -16.3% | +32.4% | +15.3% |
| 6M | -0.5% | +42.2% | -42.7% | +2.3% |
| YTD | +16.7% | -5.0% | +21.7% | +14.6% |
| 1Y | +27.4% | +20.1% | +7.3% | +33.6% |
| All | +27.4% | +23.8% | +3.6% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling