+130.8%
WMT vs IR
+40.4%
+90.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.1% |
| 7D | -0.2% | -1.9% | +1.6% | 0.0% |
| 30D | -5.8% | -15.0% | +9.2% | -3.7% |
| 3M | -10.8% | -0.4% | -10.3% | -10.9% |
| 6M | -14.3% | -15.0% | +0.7% | -12.6% |
| YTD | -4.4% | -7.1% | +2.6% | -3.9% |
| 1Y | +4.3% | -7.5% | +11.9% | +4.8% |
| 3Y | +100.1% | +6.3% | +93.8% | +91.6% |
| 5Y | +130.8% | +37.3% | +93.5% | +104.7% |
| All | +130.8% | +40.4% | +90.4% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling