+3,742.8%
WMT vs M
+396.5%
+3,346.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.6% |
| 7D | +3.9% | +4.7% | -0.8% | +3.1% |
| 30D | -4.4% | -9.6% | +5.2% | -2.7% |
| 3M | -8.8% | +0.9% | -9.6% | -9.2% |
| 6M | -15.6% | +22.3% | -37.9% | -19.2% |
| YTD | -3.2% | +6.5% | -9.7% | -5.3% |
| 1Y | +7.0% | +38.8% | -31.7% | -0.6% |
| 3Y | +105.3% | +115.9% | -10.6% | +67.4% |
| 5Y | +129.3% | +28.6% | +100.6% | +91.8% |
| 10Y | +423.9% | -2.5% | +426.5% | +293.2% |
| All | +3,742.8% | +396.5% | +3,346.3% | +1,294.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling