+534.7%
WMT vs HD
+240.6%
+294.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | +12.4% | +18.5% | -6.1% | +6.0% |
| 3M | +9.0% | +2.2% | +6.9% | +8.2% |
| 6M | -3.0% | +13.8% | -16.8% | -7.6% |
| YTD | +14.0% | +3.4% | +10.6% | +12.0% |
| 1Y | +23.0% | -3.5% | +26.5% | +23.5% |
| 3Y | +135.1% | +29.0% | +106.1% | +111.7% |
| 5Y | +172.7% | +6.1% | +166.7% | +157.7% |
| All | +534.7% | +240.6% | +294.1% | +313.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 10y: compounded portfolio wealth divided by compounded HD 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…
10y analysis · Full analysis span regression · 6 months rolling