+4,403.1%
WMT vs M
+444.9%
+3,958.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +0.6% | +5.0% | -4.5% | -0.4% |
| 30D | +12.8% | +10.6% | +2.1% | +10.6% |
| 3M | +11.7% | +1.6% | +10.1% | +11.1% |
| 6M | -3.5% | +30.8% | -34.4% | -8.8% |
| YTD | +13.4% | +16.9% | -3.5% | +8.9% |
| 1Y | +23.6% | +26.3% | -2.6% | +16.8% |
| 3Y | +133.9% | +158.6% | -24.7% | +84.6% |
| 5Y | +170.1% | +2.1% | +168.0% | +138.6% |
| 10Y | +523.5% | -4.3% | +527.8% | +373.8% |
| All | +4,403.1% | +444.9% | +3,958.2% | +1,503.1% |
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