+433.7%
WMT vs CP
+224.3%
+209.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | -5.8% | -0.5% | -5.4% | -5.8% |
| 3M | -10.8% | +0.1% | -10.8% | -10.9% |
| 6M | -14.3% | +7.8% | -22.2% | -16.1% |
| YTD | -4.4% | +22.9% | -27.3% | -9.4% |
| 1Y | +4.3% | +21.3% | -17.0% | -0.9% |
| 3Y | +100.1% | +20.4% | +79.7% | +88.0% |
| 5Y | +130.8% | +34.9% | +95.9% | +108.3% |
| 10Y | +433.7% | +233.3% | +200.4% | +281.4% |
| All | +433.7% | +224.3% | +209.4% | +281.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling