+0.7%
WMT vs IRE
-82.8%
+83.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.2% | -11.3% | -0.9% |
| 7D | +0.1% | +58.9% | -58.8% | +0.8% |
| 30D | -5.0% | +17.2% | -22.1% | -4.6% |
| 3M | -11.3% | -58.6% | +47.3% | -10.9% |
| 6M | -13.8% | -23.5% | +9.7% | -12.9% |
| YTD | -4.2% | -47.4% | +43.2% | -2.6% |
| All | +0.7% | -82.8% | +83.5% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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