+9,012.8%
WMT vs NTRS
+7,800.3%
+1,212.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.1% |
| 7D | 0.0% | +1.4% | -1.4% | -0.3% |
| 30D | -7.4% | -0.7% | -6.8% | -7.2% |
| 3M | -10.9% | +11.3% | -22.2% | -13.3% |
| 6M | -12.7% | +35.5% | -48.2% | -19.3% |
| YTD | -3.2% | +40.6% | -43.8% | -11.6% |
| 1Y | +5.3% | +49.2% | -43.9% | -5.4% |
| 3Y | +101.9% | +167.2% | -65.4% | +54.3% |
| 5Y | +134.6% | +94.9% | +39.6% | +89.2% |
| 10Y | +440.4% | +259.5% | +180.9% | +252.6% |
| All | +9,012.8% | +7,800.3% | +1,212.5% | +1,744.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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