+3,922.1%
WMT vs IT
+5,645.5%
-1,723.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.4% | +6.4% | -0.1% |
| 7D | +0.1% | -9.1% | +9.3% | +1.3% |
| 30D | -5.0% | -7.0% | +2.1% | -4.2% |
| 3M | -11.3% | +7.6% | -18.9% | -12.8% |
| 6M | -13.8% | +2.1% | -15.9% | -15.0% |
| YTD | -4.2% | -31.6% | +27.4% | -1.2% |
| 1Y | +4.6% | -29.9% | +34.5% | +7.2% |
| 3Y | +100.5% | -51.3% | +151.7% | +113.2% |
| 5Y | +129.7% | -44.8% | +174.5% | +137.7% |
| 10Y | +423.4% | +91.4% | +332.1% | +345.3% |
| All | +3,922.1% | +5,645.5% | -1,723.4% | +1,976.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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