+135.7%
WMT vs COMP
+353.8%
-218.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.7% | -12.5% | -1.9% |
| 7D | +1.6% | +13.4% | -11.8% | +1.4% |
| 30D | +16.1% | +11.1% | +5.0% | +15.8% |
| 3M | +12.3% | -18.8% | +31.1% | +12.6% |
| 6M | -3.1% | +10.5% | -13.6% | -3.3% |
| YTD | +13.4% | -3.4% | +16.8% | +13.0% |
| 1Y | +24.5% | +19.7% | +4.8% | +22.9% |
| 3Y | +135.7% | +381.6% | -245.9% | +117.1% |
| All | +135.7% | +353.8% | -218.1% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling