-1.3%
WMT vs GLW
-37.7%
+36.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.4% | -7.3% | +0.8% |
| 7D | -2.7% | +1.4% | -4.1% | -2.5% |
| 30D | +11.1% | -18.2% | +29.3% | +9.3% |
| 3M | +11.2% | -24.2% | +35.4% | +9.1% |
| 6M | -1.3% | -41.7% | +40.4% | -3.3% |
| All | -1.3% | -37.7% | +36.4% | -3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling