+99.4%
WMT vs O
+28.0%
+71.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | -0.2% | -2.3% | +2.0% | +0.3% |
| 30D | -5.8% | -2.4% | -3.4% | -5.3% |
| 3M | -10.8% | -0.6% | -10.2% | -10.5% |
| 6M | -14.3% | -5.0% | -9.3% | -13.4% |
| YTD | -4.4% | +10.4% | -14.8% | -6.2% |
| 1Y | +4.3% | +6.6% | -2.2% | +3.1% |
| All | +99.4% | +28.0% | +71.4% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling