+131.3%
WMT vs CPB
-38.4%
+169.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.3% |
| 7D | +0.1% | -8.2% | +8.3% | +1.4% |
| 30D | -5.0% | -5.6% | +0.6% | -4.2% |
| 3M | -11.3% | +3.0% | -14.3% | -12.0% |
| 6M | -13.8% | -12.7% | -1.1% | -12.2% |
| YTD | -4.2% | -18.0% | +13.8% | -1.5% |
| 1Y | +4.6% | -31.7% | +36.3% | +10.8% |
| 3Y | +100.5% | -41.0% | +141.4% | +115.6% |
| All | +131.3% | -38.4% | +169.7% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling