+1,095.0%
WMT vs MSCI
+3,174.4%
-2,079.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.3% |
| 7D | +0.6% | +2.7% | -2.1% | +0.1% |
| 30D | +12.8% | +16.2% | -3.5% | +10.0% |
| 3M | +11.7% | +17.1% | -5.4% | +8.8% |
| 6M | -3.5% | +13.0% | -16.5% | -5.7% |
| YTD | +13.4% | +15.8% | -2.4% | +10.1% |
| 1Y | +23.6% | +15.5% | +8.1% | +20.0% |
| 3Y | +133.9% | +32.3% | +101.6% | +120.3% |
| 5Y | +170.1% | +8.2% | +161.9% | +158.0% |
| 10Y | +523.5% | +800.7% | -277.2% | +322.4% |
| All | +1,095.0% | +3,174.4% | -2,079.4% | +541.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling