+168.5%
WMT vs RF
+42.5%
+126.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | +1.6% | -0.9% | +2.5% | +1.7% |
| 30D | +16.1% | +6.0% | +10.0% | +15.4% |
| 3M | +12.3% | -8.9% | +21.2% | +13.3% |
| 6M | -3.1% | +2.3% | -5.4% | -3.4% |
| YTD | +13.4% | +7.6% | +5.8% | +12.2% |
| 1Y | +24.5% | +21.2% | +3.3% | +21.6% |
| 3Y | +135.7% | +108.5% | +27.2% | +117.4% |
| All | +168.5% | +42.5% | +126.0% | +156.1% |
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 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