+135.9%
WMT vs GWW
+222.0%
-86.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.2% |
| 7D | 0.0% | -3.4% | +3.4% | +0.7% |
| 30D | -7.4% | -1.9% | -5.5% | -7.0% |
| 3M | -10.9% | -2.4% | -8.5% | -10.5% |
| 6M | -12.7% | +15.7% | -28.4% | -15.6% |
| YTD | -3.2% | +27.6% | -30.8% | -8.6% |
| 1Y | +5.3% | +27.2% | -21.9% | -0.7% |
| 3Y | +101.9% | +89.7% | +12.2% | +72.6% |
| All | +135.9% | +222.0% | -86.1% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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