+1,055.6%
WMT vs GS
+1,903.9%
-848.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +3.9% | +0.9% | +3.0% | +3.7% |
| 30D | -4.4% | -1.6% | -2.8% | -4.1% |
| 3M | -8.8% | -4.5% | -4.3% | -8.4% |
| 6M | -15.6% | +20.9% | -36.5% | -19.6% |
| YTD | -3.2% | +19.9% | -23.1% | -8.0% |
| 1Y | +7.0% | +41.4% | -34.4% | -2.0% |
| 3Y | +105.3% | +239.2% | -133.9% | +53.6% |
| 5Y | +129.3% | +185.0% | -55.8% | +75.7% |
| 10Y | +423.9% | +655.0% | -231.0% | +209.6% |
| All | +1,055.6% | +1,903.9% | -848.3% | +266.1% |
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