+272.9%
WMT vs NTR
+97.9%
+175.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | 0.0% | -1.3% | +1.3% | +0.1% |
| 30D | -7.4% | +16.8% | -24.2% | -8.9% |
| 3M | -10.9% | +20.7% | -31.6% | -12.6% |
| 6M | -12.7% | +0.5% | -13.2% | -13.0% |
| YTD | -3.2% | +29.2% | -32.4% | -6.2% |
| 1Y | +5.3% | +39.6% | -34.3% | +1.0% |
| 3Y | +101.9% | +37.9% | +64.0% | +92.3% |
| 5Y | +134.6% | +47.1% | +87.5% | +114.9% |
| All | +272.9% | +97.9% | +175.0% | +236.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling