+130.8%
WMT vs GLW
+391.0%
-260.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | -0.2% | +16.9% | -17.1% | -1.1% |
| 30D | -5.8% | +7.0% | -12.8% | -6.2% |
| 3M | -10.8% | -3.0% | -7.8% | -11.3% |
| 6M | -14.3% | +31.0% | -45.3% | -18.9% |
| YTD | -4.4% | +93.4% | -97.8% | -14.3% |
| 1Y | +4.3% | +134.7% | -130.4% | -9.7% |
| 3Y | +100.1% | +471.8% | -371.7% | +48.5% |
| 5Y | +130.8% | +394.5% | -263.6% | +73.2% |
| All | +130.8% | +391.0% | -260.2% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling