+167.9%
WMT vs INTU
-42.9%
+210.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -1.6% | -3.9% | +2.3% | -1.1% |
| 30D | +12.9% | +11.7% | +1.1% | +11.5% |
| 3M | +12.6% | +4.5% | +8.1% | +11.9% |
| 6M | -3.4% | -13.9% | +10.5% | -2.5% |
| YTD | +13.5% | -48.2% | +61.7% | +21.0% |
| 1Y | +23.5% | -47.1% | +70.7% | +31.2% |
| 3Y | +137.3% | -32.5% | +169.8% | +141.5% |
| 5Y | +167.9% | -42.6% | +210.5% | +160.3% |
| All | +167.9% | -42.9% | +210.8% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 INTU 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