+4.6%
WMT vs RF
+15.4%
-10.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.9% |
| 7D | +0.1% | +2.7% | -2.5% | 0.0% |
| 30D | -5.0% | -3.4% | -1.6% | -4.8% |
| 3M | -11.3% | +6.4% | -17.6% | -11.5% |
| 6M | -13.8% | +13.4% | -27.2% | -14.2% |
| YTD | -4.2% | +14.2% | -18.4% | -6.1% |
| 1Y | +4.6% | +15.7% | -11.1% | +0.4% |
| All | +4.6% | +15.4% | -10.8% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling