+99.4%
WMT vs GEN
+57.6%
+41.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -0.2% | -2.9% | +2.7% | 0.0% |
| 30D | -5.8% | +2.1% | -7.9% | -6.0% |
| 3M | -10.8% | +19.7% | -30.5% | -12.0% |
| 6M | -14.3% | +33.3% | -47.6% | -16.4% |
| YTD | -4.4% | +11.1% | -15.5% | -4.6% |
| 1Y | +4.3% | +3.0% | +1.3% | +5.2% |
| All | +99.4% | +57.6% | +41.7% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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