+198.2%
WMT vs COMP
-49.2%
+247.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.7% | -5.6% | -0.1% |
| 7D | -1.6% | +14.5% | -16.1% | -2.0% |
| 30D | +12.9% | +14.9% | -2.1% | +12.3% |
| 3M | +12.6% | -14.2% | +26.8% | +13.0% |
| 6M | -3.4% | +23.7% | -27.2% | -4.3% |
| YTD | +13.5% | +2.1% | +11.4% | +12.7% |
| 1Y | +23.5% | +26.2% | -2.7% | +21.5% |
| 3Y | +137.3% | +470.9% | -333.6% | +117.9% |
| 5Y | +167.9% | -14.0% | +181.9% | +152.6% |
| All | +198.2% | -49.2% | +247.4% | +173.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling