+4,321.4%
WMT vs O
+5,387.7%
-1,066.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +3.9% | -0.7% | +4.7% | +4.1% |
| 30D | -4.4% | -1.9% | -2.5% | -4.0% |
| 3M | -8.8% | +3.8% | -12.6% | -9.5% |
| 6M | -15.6% | -4.7% | -10.9% | -14.8% |
| YTD | -3.2% | +12.5% | -15.7% | -5.6% |
| 1Y | +7.0% | +10.8% | -3.8% | +4.7% |
| 3Y | +105.3% | +28.8% | +76.5% | +93.6% |
| 5Y | +129.3% | +13.2% | +116.1% | +120.7% |
| 10Y | +423.9% | +53.5% | +370.5% | +352.5% |
| All | +4,321.4% | +5,387.7% | -1,066.3% | +1,724.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling