+129.7%
WMT vs HD
+8.2%
+121.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.3% |
| 7D | +0.1% | -1.2% | +1.3% | +0.5% |
| 30D | -5.0% | -11.1% | +6.2% | -1.5% |
| 3M | -11.3% | +2.0% | -13.3% | -12.1% |
| 6M | -13.8% | -10.5% | -3.3% | -11.2% |
| YTD | -4.2% | -6.9% | +2.7% | -2.5% |
| 1Y | +4.6% | -23.2% | +27.7% | +12.8% |
| 3Y | +100.5% | +3.1% | +97.4% | +96.7% |
| 5Y | +129.7% | +7.4% | +122.3% | +111.8% |
| All | +129.7% | +8.2% | +121.4% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling