+100.5%
WMT vs FIVE
+59.0%
+41.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.1% |
| 7D | +0.1% | +3.7% | -3.5% | -0.2% |
| 30D | -5.0% | +4.0% | -8.9% | -5.3% |
| 3M | -11.3% | +36.2% | -47.5% | -13.8% |
| 6M | -13.8% | +18.0% | -31.8% | -15.4% |
| YTD | -4.2% | +34.9% | -39.1% | -7.3% |
| 1Y | +4.6% | +67.9% | -63.4% | -1.1% |
| 3Y | +100.5% | +57.3% | +43.2% | +77.5% |
| All | +100.5% | +59.0% | +41.5% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling