+129.7%
WMT vs MA
+70.4%
+59.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | +0.1% | -1.8% | +1.9% | +0.5% |
| 30D | -5.0% | +1.4% | -6.4% | -5.3% |
| 3M | -11.3% | +17.7% | -29.0% | -14.5% |
| 6M | -13.8% | +9.7% | -23.5% | -15.8% |
| YTD | -4.2% | +0.5% | -4.7% | -4.6% |
| 1Y | +4.6% | -2.1% | +6.6% | +4.7% |
| 3Y | +100.5% | +40.1% | +60.4% | +85.9% |
| 5Y | +129.7% | +67.5% | +62.2% | +104.3% |
| All | +129.7% | +70.4% | +59.2% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling