+873.8%
WMT vs MA
+15,793.6%
-14,919.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | +3.9% | -2.7% | +6.6% | +4.5% |
| 30D | -4.4% | +1.5% | -5.9% | -4.7% |
| 3M | -8.8% | +20.4% | -29.2% | -12.2% |
| 6M | -15.6% | +11.1% | -26.8% | -17.6% |
| YTD | -3.2% | +2.0% | -5.2% | -4.0% |
| 1Y | +7.0% | -2.2% | +9.2% | +7.0% |
| 3Y | +105.3% | +41.9% | +63.4% | +90.0% |
| 5Y | +129.3% | +75.4% | +53.9% | +100.8% |
| 10Y | +423.9% | +527.5% | -103.6% | +247.5% |
| All | +873.8% | +15,793.6% | -14,919.7% | +301.5% |
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