+1,255.3%
WMT vs GS
+1,648.4%
-393.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -0.9% |
| 7D | -1.6% | +0.8% | -2.4% | -1.8% |
| 30D | +12.9% | +1.2% | +11.6% | +12.4% |
| 3M | +12.6% | -12.4% | +25.0% | +15.5% |
| 6M | -3.4% | -2.3% | -1.1% | -3.9% |
| YTD | +13.5% | +4.6% | +8.9% | +10.8% |
| 1Y | +23.5% | +17.5% | +6.0% | +17.5% |
| 3Y | +137.3% | +202.0% | -64.7% | +81.7% |
| 5Y | +167.9% | +152.4% | +15.5% | +110.3% |
| 10Y | +526.6% | +478.5% | +48.1% | +291.5% |
| All | +1,255.3% | +1,648.4% | -393.1% | +340.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling