+5.3%
WMT vs NEM
+64.8%
-59.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.4% |
| 7D | 0.0% | -1.0% | +1.0% | 0.0% |
| 30D | -7.4% | +7.8% | -15.3% | -7.3% |
| 3M | -10.9% | +30.2% | -41.1% | -10.5% |
| 6M | -12.7% | +9.6% | -22.3% | -12.3% |
| YTD | -3.2% | +27.8% | -31.0% | -2.7% |
| 1Y | +5.3% | +60.7% | -55.4% | +6.6% |
| All | +5.3% | +64.8% | -59.6% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling