+130.8%
WMT vs GEN
+20.0%
+110.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.4% |
| 6M | -14.3% | +33.3% | -47.6% | -17.0% |
| YTD | -4.4% | +11.1% | -15.5% | -5.4% |
| 1Y | +4.3% | +3.0% | +1.3% | +4.2% |
| 3Y | +100.1% | +57.9% | +42.2% | +89.7% |
| 5Y | +130.8% | +20.6% | +110.2% | +125.5% |
| All | +130.8% | +20.0% | +110.8% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling