+8,919.3%
WMT vs OMC
+5,896.1%
+3,023.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | +0.1% | -5.8% | +5.9% | +1.5% |
| 30D | -5.0% | -4.8% | -0.1% | -3.9% |
| 3M | -11.3% | +9.2% | -20.5% | -13.5% |
| 6M | -13.8% | -2.5% | -11.3% | -13.8% |
| YTD | -4.2% | +2.6% | -6.8% | -6.2% |
| 1Y | +4.6% | +5.9% | -1.4% | +1.2% |
| 3Y | +100.5% | +14.2% | +86.3% | +87.5% |
| 5Y | +129.7% | +33.2% | +96.4% | +102.1% |
| 10Y | +423.4% | +33.4% | +390.0% | +339.7% |
| All | +8,919.3% | +5,896.1% | +3,023.1% | +2,588.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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