+391.3%
WMT vs IR
+271.1%
+120.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | 0.0% | -4.5% | +4.5% | +0.6% |
| 30D | -7.4% | -13.9% | +6.5% | -5.6% |
| 3M | -10.9% | -0.3% | -10.5% | -11.0% |
| 6M | -12.7% | -14.3% | +1.6% | -11.2% |
| YTD | -3.2% | -7.9% | +4.7% | -2.6% |
| 1Y | +5.3% | -9.9% | +15.2% | +6.1% |
| 3Y | +101.9% | +6.5% | +95.3% | +96.0% |
| 5Y | +134.6% | +34.0% | +100.5% | +118.5% |
| All | +391.3% | +271.1% | +120.2% | +299.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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