+9,012.0%
WMT vs CPB
+325.7%
+8,686.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.2% |
| 7D | +3.9% | -8.6% | +12.5% | +6.5% |
| 30D | -4.4% | -7.2% | +2.8% | -2.6% |
| 3M | -8.8% | +0.9% | -9.7% | -9.6% |
| 6M | -15.6% | -11.8% | -3.8% | -13.3% |
| YTD | -3.2% | -19.4% | +16.2% | +1.8% |
| 1Y | +7.0% | -30.4% | +37.4% | +17.0% |
| 3Y | +105.3% | -40.2% | +145.5% | +130.0% |
| 5Y | +129.3% | -39.5% | +168.8% | +153.4% |
| 10Y | +423.9% | -47.4% | +471.3% | +479.1% |
| All | +9,012.0% | +325.7% | +8,686.2% | +3,878.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling