+544.2%
WMT vs FIVE
+504.2%
+40.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +2.0% | +2.7% | -0.6% | +1.7% |
| 30D | +10.3% | +12.7% | -2.4% | +8.5% |
| 3M | +11.0% | +2.1% | +8.9% | +10.5% |
| 6M | -2.3% | +17.5% | -19.8% | -4.9% |
| YTD | +15.7% | +31.0% | -15.3% | +10.7% |
| 1Y | +26.0% | +67.7% | -41.8% | +16.6% |
| 3Y | +136.5% | +43.4% | +93.1% | +114.5% |
| 5Y | +176.8% | +18.1% | +158.8% | +151.4% |
| All | +544.2% | +504.2% | +40.1% | +342.2% |
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