+840.9%
WMT vs CRL
+1,379.5%
-538.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | +3.9% | -1.0% | +5.0% | +4.0% |
| 30D | -4.4% | +10.7% | -15.1% | -5.6% |
| 3M | -8.8% | +55.3% | -64.1% | -13.8% |
| 6M | -15.6% | +60.7% | -76.3% | -21.0% |
| YTD | -3.2% | +44.6% | -47.8% | -8.4% |
| 1Y | +7.0% | +77.7% | -70.7% | -1.7% |
| 3Y | +105.3% | +37.6% | +67.7% | +89.0% |
| 5Y | +129.3% | -35.8% | +165.1% | +131.1% |
| 10Y | +423.9% | +241.7% | +182.2% | +301.0% |
| All | +840.9% | +1,379.5% | -538.6% | +516.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling