+819.9%
WMT vs NDAQ
+2,327.9%
-1,507.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | +3.9% | -2.4% | +6.4% | +4.3% |
| 30D | -4.4% | +2.5% | -6.9% | -4.8% |
| 3M | -8.8% | +9.9% | -18.7% | -10.2% |
| 6M | -15.6% | +9.4% | -25.1% | -17.0% |
| YTD | -3.2% | +0.4% | -3.6% | -3.8% |
| 1Y | +7.0% | +4.0% | +3.0% | +5.7% |
| 3Y | +105.3% | +94.4% | +10.9% | +84.0% |
| 5Y | +129.3% | +56.7% | +72.5% | +110.6% |
| 10Y | +423.9% | +375.3% | +48.6% | +309.8% |
| All | +819.9% | +2,327.9% | -1,507.9% | +515.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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