+101.9%
WMT vs GM
+166.7%
-64.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | 0.0% | -2.4% | +2.4% | +0.2% |
| 30D | -7.4% | -1.1% | -6.3% | -7.4% |
| 3M | -10.9% | +6.1% | -17.0% | -11.3% |
| 6M | -12.7% | +15.0% | -27.6% | -13.7% |
| YTD | -3.2% | +6.0% | -9.2% | -3.9% |
| 1Y | +5.3% | +47.1% | -41.8% | +1.9% |
| 3Y | +101.9% | +170.5% | -68.6% | +88.0% |
| All | +101.9% | +166.7% | -64.9% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling