+170.3%
WMT vs GS
+161.5%
+8.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.1% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +11.1% | +3.7% | +7.5% | +10.5% |
| 3M | +11.2% | -10.0% | +21.2% | +12.6% |
| 6M | -1.3% | -1.0% | -0.3% | -2.0% |
| YTD | +13.5% | +7.0% | +6.5% | +10.6% |
| 1Y | +22.5% | +16.6% | +5.9% | +17.4% |
| 3Y | +134.1% | +204.4% | -70.3% | +86.6% |
| 5Y | +170.3% | +160.0% | +10.2% | +116.8% |
| All | +170.3% | +161.5% | +8.8% | +116.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling