+478.6%
WMT vs IR
+334.2%
+144.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -1.2% | +4.3% | -5.4% | -1.8% |
| 30D | +12.4% | +8.1% | +4.3% | +11.1% |
| 3M | +9.0% | +0.7% | +8.3% | +8.8% |
| 6M | -3.0% | +16.6% | -19.6% | -5.3% |
| YTD | +14.0% | +7.8% | +6.2% | +12.2% |
| 1Y | +23.0% | +9.9% | +13.1% | +20.7% |
| 3Y | +135.1% | +25.2% | +109.9% | +123.4% |
| 5Y | +172.7% | +46.8% | +126.0% | +150.7% |
| All | +478.6% | +334.2% | +144.4% | +360.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling