+1,047.0%
WMT vs MA
+17,834.5%
-16,787.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | +12.4% | +7.9% | +4.5% | +10.7% |
| 3M | +9.0% | +16.8% | -7.7% | +5.7% |
| 6M | -3.0% | +31.0% | -33.9% | -8.2% |
| YTD | +14.0% | +15.0% | -1.1% | +10.3% |
| 1Y | +23.0% | +17.0% | +6.0% | +18.6% |
| 3Y | +135.1% | +68.5% | +66.6% | +110.3% |
| 5Y | +172.7% | +85.0% | +87.8% | +136.7% |
| 10Y | +528.1% | +561.3% | -33.3% | +312.0% |
| All | +1,047.0% | +17,834.5% | -16,787.6% | +361.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling