+10,793.7%
WMT vs CPB
+359.2%
+10,434.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +0.6% |
| 7D | +2.0% | -1.6% | +3.6% | +2.5% |
| 30D | +10.3% | +19.2% | -8.9% | +4.8% |
| 3M | +11.0% | -0.9% | +11.9% | +10.8% |
| 6M | -2.3% | +15.2% | -17.6% | -7.1% |
| YTD | +15.7% | -13.1% | +28.8% | +18.8% |
| 1Y | +26.0% | -22.4% | +48.4% | +33.5% |
| 3Y | +136.5% | -35.3% | +171.8% | +159.0% |
| 5Y | +176.8% | -33.0% | +209.8% | +196.6% |
| 10Y | +537.5% | -39.2% | +576.7% | +573.3% |
| All | +10,793.7% | +359.2% | +10,434.5% | +4,543.8% |
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