+8,900.6%
WMT vs MO
+15,083.2%
-6,182.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.2% | -2.4% | +2.2% | +0.3% |
| 30D | -5.8% | +3.6% | -9.4% | -6.7% |
| 3M | -10.8% | -3.7% | -7.1% | -10.2% |
| 6M | -14.3% | +4.5% | -18.8% | -15.4% |
| YTD | -4.4% | +21.5% | -25.9% | -8.8% |
| 1Y | +4.3% | +9.5% | -5.2% | +1.7% |
| 3Y | +100.1% | +93.6% | +6.5% | +70.2% |
| 5Y | +130.8% | +97.5% | +33.3% | +94.0% |
| 10Y | +433.7% | +111.2% | +322.6% | +329.7% |
| All | +8,900.6% | +15,083.2% | -6,182.6% | +1,736.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling