+492.1%
WMT vs FIVE
+868.1%
-376.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -1.8% |
| 7D | +3.9% | +4.3% | -0.3% | +3.4% |
| 30D | -4.4% | +12.5% | -16.9% | -5.9% |
| 3M | -8.8% | +31.2% | -40.0% | -12.0% |
| 6M | -15.6% | +14.4% | -30.0% | -17.5% |
| YTD | -3.2% | +33.9% | -37.1% | -7.4% |
| 1Y | +7.0% | +65.1% | -58.0% | -0.5% |
| 3Y | +105.3% | +49.0% | +56.3% | +86.1% |
| 5Y | +129.3% | +30.3% | +99.0% | +106.5% |
| 10Y | +423.9% | +481.1% | -57.2% | +273.0% |
| All | +492.1% | +868.1% | -376.0% | +274.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling