+594.5%
WMT vs FIVE
+862.5%
-268.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +11.1% | +17.4% | -6.3% | +8.9% |
| 3M | +11.2% | +7.0% | +4.2% | +10.1% |
| 6M | -1.3% | +20.5% | -21.7% | -4.0% |
| YTD | +13.5% | +33.1% | -19.6% | +8.6% |
| 1Y | +22.5% | +67.1% | -44.6% | +13.8% |
| 3Y | +134.1% | +41.9% | +92.2% | +113.5% |
| 5Y | +170.3% | +21.1% | +149.2% | +145.8% |
| 10Y | +525.5% | +518.8% | +6.7% | +342.3% |
| All | +594.5% | +862.5% | -268.0% | +338.6% |
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