+428.1%
WMT vs CPB
-45.3%
+473.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.3% |
| 7D | 0.0% | -1.8% | +1.8% | +0.3% |
| 30D | -7.4% | -7.1% | -0.3% | -6.2% |
| 3M | -10.9% | -6.0% | -4.8% | -10.1% |
| 6M | -12.7% | -5.3% | -7.4% | -12.2% |
| YTD | -3.2% | -20.8% | +17.6% | +0.7% |
| 1Y | +5.3% | -33.8% | +39.1% | +13.4% |
| 3Y | +101.9% | -43.7% | +145.6% | +122.1% |
| 5Y | +134.6% | -40.7% | +175.3% | +153.6% |
| All | +428.1% | -45.3% | +473.3% | +468.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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