+433.7%
WMT vs M
-7.1%
+440.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.1% |
| 7D | -0.2% | -4.1% | +3.8% | 0.0% |
| 30D | -5.8% | -13.6% | +7.8% | -4.9% |
| 3M | -10.8% | -2.3% | -8.5% | -10.7% |
| 6M | -14.3% | +21.9% | -36.3% | -15.7% |
| YTD | -4.4% | -0.6% | -3.8% | -4.7% |
| 1Y | +4.3% | +29.7% | -25.4% | +1.9% |
| 3Y | +100.1% | +107.3% | -7.2% | +85.8% |
| 5Y | +130.8% | +20.5% | +110.3% | +117.8% |
| 10Y | +433.7% | -6.1% | +439.8% | +385.0% |
| All | +433.7% | -7.1% | +440.8% | +385.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling