+7.0%
WMT vs GM
+52.7%
-45.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | +3.9% | +1.7% | +2.2% | +3.8% |
| 30D | -4.4% | -1.6% | -2.8% | -4.3% |
| 3M | -8.8% | +5.7% | -14.5% | -9.1% |
| 6M | -15.6% | +12.2% | -27.8% | -16.3% |
| YTD | -3.2% | +8.4% | -11.6% | -3.8% |
| 1Y | +7.0% | +52.3% | -45.3% | +3.8% |
| All | +7.0% | +52.7% | -45.6% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling