+428.1%
WMT vs O
+54.0%
+374.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | 0.0% | -2.9% | +2.9% | +0.5% |
| 30D | -7.4% | -4.5% | -2.9% | -6.7% |
| 3M | -10.9% | -2.6% | -8.2% | -10.5% |
| 6M | -12.7% | -5.6% | -7.1% | -11.9% |
| YTD | -3.2% | +9.3% | -12.5% | -4.5% |
| 1Y | +5.3% | +4.3% | +1.0% | +4.6% |
| 3Y | +101.9% | +27.4% | +74.4% | +94.0% |
| 5Y | +134.6% | +17.1% | +117.5% | +127.6% |
| All | +428.1% | +54.0% | +374.0% | +378.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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