+129.7%
WMT vs M
+24.8%
+104.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.8% |
| 7D | +0.1% | +2.4% | -2.2% | -0.1% |
| 30D | -5.0% | -11.6% | +6.7% | -4.1% |
| 3M | -11.3% | +1.6% | -12.9% | -11.5% |
| 6M | -13.8% | +25.2% | -39.0% | -15.5% |
| YTD | -4.2% | +3.8% | -8.0% | -4.9% |
| 1Y | +4.6% | +36.3% | -31.8% | +1.5% |
| 3Y | +100.5% | +116.3% | -15.9% | +83.7% |
| 5Y | +129.7% | +28.2% | +101.5% | +115.3% |
| All | +129.7% | +24.8% | +104.9% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling