+7.0%
WMT vs CP
+19.9%
-12.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | +3.9% | -2.7% | +6.6% | +4.5% |
| 30D | -4.4% | +0.2% | -4.6% | -4.6% |
| 3M | -8.8% | +2.6% | -11.4% | -9.5% |
| 6M | -15.6% | +6.0% | -21.6% | -17.2% |
| YTD | -3.2% | +24.9% | -28.2% | -8.2% |
| 1Y | +7.0% | +20.1% | -13.1% | +3.5% |
| All | +7.0% | +19.9% | -12.9% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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