+170.3%
WMT vs IR
+46.1%
+124.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -2.7% | +1.1% | -3.8% | -2.9% |
| 30D | +11.1% | +7.6% | +3.6% | +9.9% |
| 3M | +11.2% | +0.1% | +11.1% | +11.0% |
| 6M | -1.3% | +14.0% | -15.2% | -3.4% |
| YTD | +13.5% | +7.5% | +6.0% | +11.7% |
| 1Y | +22.5% | +10.1% | +12.4% | +20.0% |
| 3Y | +134.1% | +24.9% | +109.3% | +119.1% |
| 5Y | +170.3% | +46.9% | +123.4% | +137.1% |
| All | +170.3% | +46.1% | +124.2% | +137.1% |
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