+5.3%
WMT vs HD
-23.6%
+28.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | 0.0% | -3.8% | +3.8% | +1.2% |
| 30D | -7.4% | -9.4% | +2.0% | -4.5% |
| 3M | -10.9% | -4.6% | -6.3% | -9.7% |
| 6M | -12.7% | -10.1% | -2.6% | -9.5% |
| YTD | -3.2% | -8.3% | +5.1% | +0.1% |
| 1Y | +5.3% | -25.0% | +30.3% | +17.0% |
| All | +5.3% | -23.6% | +28.9% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling