+132.3%
WMT vs RF
+89.8%
+42.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +3.9% | +1.3% | +2.6% | +3.8% |
| 30D | -4.4% | -3.6% | -0.8% | -4.0% |
| 3M | -8.8% | +8.1% | -16.9% | -9.5% |
| 6M | -15.6% | +11.5% | -27.1% | -16.6% |
| YTD | -3.2% | +15.6% | -18.8% | -4.9% |
| 1Y | +7.0% | +15.7% | -8.6% | +5.1% |
| 3Y | +105.3% | +86.9% | +18.4% | +91.0% |
| All | +132.3% | +89.8% | +42.5% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling