+132.0%
WMT vs GLW
+364.6%
-232.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.4% | -7.3% | +0.1% |
| 7D | -2.7% | +1.4% | -4.1% | -2.7% |
| 30D | +11.1% | -18.2% | +29.3% | +11.3% |
| 3M | +11.2% | -24.2% | +35.4% | +11.4% |
| 6M | -1.3% | -41.7% | +40.4% | 0.0% |
| YTD | +13.5% | +38.3% | -24.8% | +4.3% |
| 1Y | +22.5% | +38.2% | -15.7% | +12.5% |
| All | +132.0% | +364.6% | -232.5% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling