+3,655.1%
WMT vs INTU
+16,954.8%
-13,299.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -1.2% | -4.1% | +2.9% | -0.7% |
| 30D | +12.4% | +12.8% | -0.5% | +10.7% |
| 3M | +9.0% | +2.1% | +6.9% | +8.5% |
| 6M | -3.0% | -11.5% | +8.5% | -2.1% |
| YTD | +14.0% | -47.9% | +61.9% | +21.9% |
| 1Y | +23.0% | -47.7% | +70.7% | +31.4% |
| 3Y | +135.1% | -34.0% | +169.0% | +141.5% |
| 5Y | +172.7% | -43.5% | +216.3% | +180.5% |
| 10Y | +528.1% | +231.1% | +297.0% | +410.5% |
| All | +3,655.1% | +16,954.8% | -13,299.8% | +1,567.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling