+7.0%
WMT vs MO
+10.1%
-3.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | +3.9% | +0.3% | +3.6% | +3.8% |
| 30D | -4.4% | +0.6% | -5.0% | -4.6% |
| 3M | -8.8% | -1.0% | -7.8% | -8.7% |
| 6M | -15.6% | +4.3% | -20.0% | -17.0% |
| YTD | -3.2% | +23.3% | -26.5% | -7.8% |
| 1Y | +7.0% | +10.5% | -3.4% | +3.4% |
| All | +7.0% | +10.1% | -3.0% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling