+129.7%
WMT vs MSCI
-10.9%
+140.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.4% |
| 7D | +0.1% | -2.1% | +2.2% | +0.5% |
| 30D | -5.0% | -1.7% | -3.2% | -4.7% |
| 3M | -11.3% | -8.2% | -3.1% | -10.1% |
| 6M | -13.8% | -2.4% | -11.4% | -13.8% |
| YTD | -4.2% | -2.8% | -1.4% | -4.4% |
| 1Y | +4.6% | -2.7% | +7.2% | +4.2% |
| 3Y | +100.5% | +7.3% | +93.2% | +94.5% |
| 5Y | +129.7% | -11.4% | +141.1% | +116.9% |
| All | +129.7% | -10.9% | +140.5% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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