+544.2%
WMT vs GLW
+526.2%
+18.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +1.9% |
| 7D | +2.0% | +7.7% | -5.7% | +1.2% |
| 30D | +10.3% | -18.8% | +29.1% | +12.3% |
| 3M | +11.0% | -27.7% | +38.7% | +13.8% |
| 6M | -2.3% | -44.4% | +42.1% | +1.9% |
| YTD | +15.7% | +31.3% | -15.6% | +1.5% |
| 1Y | +26.0% | +40.0% | -14.1% | +8.9% |
| 3Y | +136.5% | +339.2% | -202.7% | +57.9% |
| 5Y | +176.8% | +229.2% | -52.3% | +93.8% |
| All | +544.2% | +526.2% | +18.0% | +282.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 10y: compounded portfolio wealth divided by compounded GLW 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…
10y analysis · Full analysis span regression · 6 months rolling