+802.4%
WMT vs ITOT
+879.4%
-77.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | +0.2% |
| 7D | -2.5% | -2.0% | -0.4% | -1.5% |
| 30D | -6.4% | -2.0% | -4.5% | -5.5% |
| 3M | -12.1% | +4.5% | -16.7% | -14.2% |
| 6M | -15.0% | +12.6% | -27.6% | -20.3% |
| YTD | -4.5% | +12.0% | -16.5% | -10.3% |
| 1Y | +6.2% | +17.3% | -11.1% | -2.8% |
| 3Y | +99.9% | +75.2% | +24.6% | +47.4% |
| 5Y | +131.4% | +74.0% | +57.4% | +68.8% |
| 10Y | +433.2% | +298.6% | +134.6% | +143.0% |
| All | +802.4% | +879.4% | -77.1% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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