+135.9%
WMT vs MO
+99.8%
+36.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.3% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -7.4% | +7.1% | -14.6% | -9.1% |
| 3M | -10.9% | -2.0% | -8.9% | -10.6% |
| 6M | -12.7% | +7.3% | -20.0% | -14.3% |
| YTD | -3.2% | +23.5% | -26.7% | -8.0% |
| 1Y | +5.3% | +11.0% | -5.7% | +2.3% |
| 3Y | +101.9% | +95.0% | +6.9% | +71.3% |
| All | +135.9% | +99.8% | +36.1% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling