+172.7%
WMT vs CRL
-13.0%
+185.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.4% |
| 7D | -1.2% | +8.9% | -10.1% | -1.5% |
| 30D | +12.4% | +14.0% | -1.6% | +11.6% |
| 3M | +9.0% | +19.8% | -10.8% | +8.0% |
| 6M | -3.0% | +102.0% | -105.0% | -6.5% |
| YTD | +14.0% | +70.8% | -56.9% | +10.6% |
| 1Y | +23.0% | +98.7% | -75.7% | +18.2% |
| 3Y | +135.1% | +98.2% | +36.9% | +118.7% |
| 5Y | +172.7% | -11.7% | +184.4% | +162.0% |
| All | +172.7% | -13.0% | +185.7% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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