+130.8%
WMT vs CRL
-37.6%
+168.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -0.2% | -4.6% | +4.4% | 0.0% |
| 30D | -5.8% | +0.5% | -6.3% | -5.9% |
| 3M | -10.8% | +46.6% | -57.4% | -12.6% |
| 6M | -14.3% | +57.3% | -71.6% | -16.6% |
| YTD | -4.4% | +39.5% | -43.9% | -6.3% |
| 1Y | +4.3% | +76.9% | -72.5% | +0.6% |
| 3Y | +100.1% | +39.4% | +60.7% | +91.3% |
| 5Y | +130.8% | -37.2% | +168.0% | +132.9% |
| All | +130.8% | -37.6% | +168.5% | +132.9% |
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