+5,186.0%
WMT vs O
+5,221.5%
-35.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | +10.3% | +7.1% | +3.1% | +8.7% |
| 3M | +11.0% | -5.2% | +16.2% | +12.2% |
| 6M | -2.3% | -1.8% | -0.6% | -2.0% |
| YTD | +15.7% | +9.1% | +6.6% | +13.6% |
| 1Y | +26.0% | +9.7% | +16.3% | +23.5% |
| 3Y | +136.5% | +39.1% | +97.4% | +119.9% |
| 5Y | +176.8% | +8.4% | +168.5% | +169.1% |
| 10Y | +537.5% | +80.2% | +457.4% | +432.1% |
| All | +5,186.0% | +5,221.5% | -35.5% | +2,095.6% |
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