+246.1%
WMT vs CTVA
+208.7%
+37.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | 0.0% | -4.5% | +4.5% | +0.7% |
| 30D | -7.4% | +11.3% | -18.7% | -9.0% |
| 3M | -10.9% | +12.3% | -23.2% | -12.7% |
| 6M | -12.7% | +7.2% | -19.9% | -13.9% |
| YTD | -3.2% | +26.0% | -29.2% | -7.1% |
| 1Y | +5.3% | +16.0% | -10.8% | +2.2% |
| 3Y | +101.9% | +73.9% | +28.0% | +81.9% |
| 5Y | +134.6% | +103.8% | +30.8% | +102.8% |
| All | +246.1% | +208.7% | +37.4% | +163.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling