+9,012.0%
WMT vs GLW
+4,677.5%
+4,334.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -1.9% |
| 7D | +3.9% | +3.8% | +0.2% | +3.4% |
| 30D | -4.4% | -1.3% | -3.1% | -4.5% |
| 3M | -8.8% | -21.8% | +13.0% | -7.6% |
| 6M | -15.6% | +6.9% | -22.5% | -18.8% |
| YTD | -3.2% | +77.2% | -80.4% | -13.1% |
| 1Y | +7.0% | +123.2% | -116.2% | -7.2% |
| 3Y | +105.3% | +400.0% | -294.7% | +58.8% |
| 5Y | +129.3% | +342.8% | -213.5% | +78.6% |
| 10Y | +423.9% | +771.4% | -347.5% | +266.4% |
| All | +9,012.0% | +4,677.5% | +4,334.4% | +2,170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling