+133.9%
WMT vs MA
+72.0%
+61.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.2% |
| 7D | +0.6% | +1.8% | -1.2% | 0.0% |
| 30D | +12.8% | +11.8% | +0.9% | +9.2% |
| 3M | +11.7% | +17.2% | -5.5% | +6.7% |
| 6M | -3.5% | +33.4% | -36.9% | -11.3% |
| YTD | +13.4% | +16.1% | -2.7% | +8.9% |
| 1Y | +23.6% | +19.9% | +3.7% | +17.0% |
| 3Y | +133.9% | +70.1% | +63.8% | +101.1% |
| All | +133.9% | +72.0% | +61.9% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 3y: compounded portfolio wealth divided by compounded MA 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…
3y analysis · Full analysis span regression · 6 months rolling