+131.4%
WMT vs MTB
+101.1%
+30.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -2.5% | -0.4% | -2.0% | -2.4% |
| 30D | -6.4% | -4.6% | -1.8% | -5.9% |
| 3M | -12.1% | +7.4% | -19.5% | -12.8% |
| 6M | -15.0% | +18.7% | -33.6% | -16.5% |
| YTD | -4.5% | +21.1% | -25.6% | -6.6% |
| 1Y | +6.2% | +24.1% | -17.9% | +3.5% |
| 3Y | +99.9% | +115.3% | -15.5% | +83.5% |
| 5Y | +131.4% | +106.0% | +25.4% | +116.8% |
| All | +131.4% | +101.1% | +30.4% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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