+710.7%
WMT vs GM
+232.1%
+478.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.4% |
| 7D | -2.5% | -1.1% | -1.4% | -2.4% |
| 30D | -6.4% | -3.4% | -3.0% | -6.1% |
| 3M | -12.1% | +8.7% | -20.8% | -13.1% |
| 6M | -15.0% | +15.4% | -30.4% | -16.6% |
| YTD | -4.5% | +6.6% | -11.1% | -5.6% |
| 1Y | +6.2% | +51.5% | -45.3% | +0.5% |
| 3Y | +99.9% | +169.3% | -69.5% | +74.1% |
| 5Y | +131.4% | +81.6% | +49.9% | +107.6% |
| 10Y | +433.2% | +240.7% | +192.5% | +322.6% |
| All | +710.7% | +232.1% | +478.6% | +543.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling