+131.4%
WMT vs O
+14.0%
+117.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -2.5% | -3.5% | +1.0% | -1.6% |
| 30D | -6.4% | -3.3% | -3.1% | -5.6% |
| 3M | -12.1% | -2.8% | -9.3% | -11.4% |
| 6M | -15.0% | -5.8% | -9.2% | -13.7% |
| YTD | -4.5% | +9.4% | -13.9% | -6.4% |
| 1Y | +6.2% | +5.7% | +0.5% | +4.8% |
| 3Y | +99.9% | +27.2% | +72.6% | +89.2% |
| 5Y | +131.4% | +17.2% | +114.3% | +124.5% |
| All | +131.4% | +14.0% | +117.4% | +124.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling