+8,892.0%
WMT vs ITW
+9,414.5%
-522.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -2.5% | -2.4% | -0.1% | -1.7% |
| 30D | -6.4% | -9.5% | +3.1% | -3.4% |
| 3M | -12.1% | +6.6% | -18.8% | -14.0% |
| 6M | -15.0% | -1.8% | -13.2% | -14.7% |
| YTD | -4.5% | +9.0% | -13.5% | -7.4% |
| 1Y | +6.2% | +3.6% | +2.6% | +4.5% |
| 3Y | +99.9% | +19.4% | +80.4% | +86.3% |
| 5Y | +131.4% | +36.4% | +95.1% | +104.1% |
| 10Y | +433.2% | +190.0% | +243.2% | +254.9% |
| All | +8,892.0% | +9,414.5% | -522.4% | +1,463.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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