+133.0%
WMT vs GS
+201.3%
-68.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | -1.2% | +5.1% | -6.3% | -1.7% |
| 30D | +12.4% | +2.4% | +10.0% | +12.0% |
| 3M | +9.0% | -11.5% | +20.5% | +10.3% |
| 6M | -3.0% | -2.5% | -0.4% | -3.6% |
| YTD | +14.0% | +5.5% | +8.5% | +11.2% |
| 1Y | +23.0% | +11.0% | +12.0% | +18.8% |
| All | +133.0% | +201.3% | -68.3% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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