+100.5%
WMT vs CPB
-40.5%
+141.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.2% |
| 7D | +0.1% | -8.2% | +8.3% | +0.9% |
| 30D | -5.0% | -5.6% | +0.6% | -4.5% |
| 3M | -11.3% | +3.0% | -14.3% | -11.7% |
| 6M | -13.8% | -12.7% | -1.1% | -13.0% |
| YTD | -4.2% | -18.0% | +13.8% | -2.8% |
| 1Y | +4.6% | -31.7% | +36.3% | +7.7% |
| 3Y | +100.5% | -41.0% | +141.4% | +111.9% |
| All | +100.5% | -40.5% | +141.0% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling