+544.2%
WMT vs M
-7.1%
+551.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.4% |
| 7D | +2.0% | +7.0% | -5.0% | +1.5% |
| 30D | +10.3% | +8.9% | +1.4% | +9.5% |
| 3M | +11.0% | +4.5% | +6.5% | +10.5% |
| 6M | -2.3% | +36.2% | -38.5% | -4.7% |
| YTD | +15.7% | +15.1% | +0.6% | +14.0% |
| 1Y | +26.0% | +27.4% | -1.5% | +23.2% |
| 3Y | +136.5% | +160.1% | -23.6% | +116.2% |
| 5Y | +176.8% | -1.6% | +178.4% | +164.8% |
| All | +544.2% | -7.1% | +551.3% | +487.3% |
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