+10,587.9%
WMT vs GLW
+3,629.8%
+6,958.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.4% | -7.3% | -0.8% |
| 7D | -2.7% | +1.4% | -4.1% | -3.1% |
| 30D | +11.1% | -18.2% | +29.3% | +13.3% |
| 3M | +11.2% | -24.2% | +35.4% | +13.8% |
| 6M | -1.3% | -41.7% | +40.4% | +2.4% |
| YTD | +13.5% | +38.3% | -24.8% | +4.0% |
| 1Y | +22.5% | +38.2% | -15.7% | +12.1% |
| 3Y | +134.1% | +363.4% | -229.3% | +80.9% |
| 5Y | +170.3% | +254.6% | -84.3% | +114.4% |
| 10Y | +525.5% | +562.0% | -36.5% | +348.2% |
| All | +10,587.9% | +3,629.8% | +6,958.1% | +2,619.1% |
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