-15.6%
WMT vs M
+25.9%
-41.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.3% |
| 7D | +3.9% | +4.7% | -0.8% | +3.6% |
| 30D | -4.4% | -9.6% | +5.2% | -4.2% |
| 3M | -8.8% | +0.9% | -9.6% | -8.8% |
| 6M | -15.6% | +22.3% | -37.9% | -15.7% |
| All | -15.6% | +25.9% | -41.6% | -15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling