+8,919.3%
WMT vs NEM
+483.1%
+8,436.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | +0.1% | +3.9% | -3.7% | +0.1% |
| 30D | -5.0% | +12.7% | -17.7% | -5.2% |
| 3M | -11.3% | +28.7% | -39.9% | -11.7% |
| 6M | -13.8% | +9.8% | -23.6% | -14.0% |
| YTD | -4.2% | +28.1% | -32.3% | -4.7% |
| 1Y | +4.6% | +69.3% | -64.8% | +3.5% |
| 3Y | +100.5% | +247.7% | -147.2% | +96.0% |
| 5Y | +129.7% | +153.4% | -23.7% | +125.1% |
| 10Y | +423.4% | +291.3% | +132.2% | +412.2% |
| All | +8,919.3% | +483.1% | +8,436.1% | +9,223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling