+428.1%
WMT vs GLW
+863.8%
-435.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.1% |
| 7D | 0.0% | +7.8% | -7.8% | -0.9% |
| 30D | -7.4% | -0.4% | -7.0% | -7.6% |
| 3M | -10.9% | -5.6% | -5.3% | -11.8% |
| 6M | -12.7% | +26.7% | -39.4% | -19.3% |
| YTD | -3.2% | +91.0% | -94.3% | -17.9% |
| 1Y | +5.3% | +122.4% | -117.1% | -13.9% |
| 3Y | +101.9% | +471.0% | -369.1% | +33.5% |
| 5Y | +134.6% | +385.6% | -251.1% | +58.1% |
| All | +428.1% | +863.8% | -435.8% | +191.5% |
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