+23.0%
WMT vs RF
+18.0%
+5.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -1.2% | +0.4% | -1.5% | -1.2% |
| 30D | +12.4% | +5.6% | +6.8% | +12.1% |
| 3M | +9.0% | -8.9% | +17.9% | +9.3% |
| 6M | -3.0% | +7.1% | -10.0% | -2.7% |
| YTD | +14.0% | +8.3% | +5.7% | +12.5% |
| 1Y | +23.0% | +16.8% | +6.2% | +22.1% |
| All | +23.0% | +18.0% | +5.0% | +22.1% |
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