+523.5%
WMT vs FIVE
+562.8%
-39.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.6% | +7.3% | -6.8% | -0.4% |
| 30D | +12.8% | +18.1% | -5.3% | +10.3% |
| 3M | +11.7% | +7.7% | +4.0% | +10.5% |
| 6M | -3.5% | +13.6% | -17.1% | -5.6% |
| YTD | +13.4% | +34.6% | -21.2% | +8.2% |
| 1Y | +23.6% | +66.2% | -42.6% | +14.5% |
| 3Y | +133.9% | +43.5% | +90.4% | +112.2% |
| 5Y | +170.1% | +20.7% | +149.5% | +144.7% |
| 10Y | +523.5% | +541.5% | -18.0% | +325.5% |
| All | +523.5% | +562.8% | -39.3% | +325.5% |
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