+4.6%
WMT vs COMP
+11.9%
-7.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -1.1% |
| 7D | +0.1% | +4.1% | -3.9% | +0.3% |
| 30D | -5.0% | -14.5% | +9.6% | -5.4% |
| 3M | -11.3% | +41.8% | -53.1% | -9.4% |
| 6M | -13.8% | +23.6% | -37.4% | -13.1% |
| YTD | -4.2% | +1.7% | -5.9% | -5.2% |
| 1Y | +4.6% | +12.6% | -8.0% | +2.4% |
| All | +4.6% | +11.9% | -7.3% | +2.4% |
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