+433.7%
WMT vs FIVE
+486.0%
-52.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.1% |
| 7D | -0.2% | +1.7% | -1.9% | -0.5% |
| 30D | -5.8% | +5.0% | -10.8% | -6.5% |
| 3M | -10.8% | +29.5% | -40.3% | -13.9% |
| 6M | -14.3% | +12.4% | -26.8% | -16.2% |
| YTD | -4.4% | +31.2% | -35.6% | -8.4% |
| 1Y | +4.3% | +72.9% | -68.5% | -4.0% |
| 3Y | +100.1% | +53.0% | +47.1% | +79.7% |
| 5Y | +130.8% | +34.2% | +96.7% | +105.7% |
| 10Y | +433.7% | +497.6% | -63.9% | +267.2% |
| All | +433.7% | +486.0% | -52.3% | +267.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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