+99.2%
WMT vs NEM
+241.5%
-142.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | 0.0% |
| 7D | -2.5% | -3.3% | +0.8% | -2.3% |
| 30D | -6.4% | +7.8% | -14.3% | -6.8% |
| 3M | -12.1% | +36.3% | -48.4% | -13.7% |
| 6M | -15.0% | +6.6% | -21.5% | -15.3% |
| YTD | -4.5% | +27.1% | -31.6% | -6.5% |
| 1Y | +6.2% | +62.3% | -56.2% | +1.2% |
| All | +99.2% | +241.5% | -142.4% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling