+6.2%
WMT vs M
+25.2%
-19.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | +0.2% |
| 7D | -2.5% | -8.8% | +6.3% | -1.9% |
| 30D | -6.4% | -16.4% | +10.0% | -5.5% |
| 3M | -12.1% | -10.8% | -1.3% | -11.5% |
| 6M | -15.0% | +16.1% | -31.1% | -15.4% |
| YTD | -4.5% | -5.3% | +0.8% | -4.3% |
| 1Y | +6.2% | +24.9% | -18.7% | +6.5% |
| All | +6.2% | +25.2% | -19.0% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling