+9,012.0%
WMT vs RF
+1,537.4%
+7,474.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +3.9% | +1.3% | +2.6% | +3.7% |
| 30D | -4.4% | -3.6% | -0.8% | -3.9% |
| 3M | -8.8% | +8.1% | -16.9% | -9.7% |
| 6M | -15.6% | +11.5% | -27.1% | -16.9% |
| YTD | -3.2% | +15.6% | -18.8% | -5.3% |
| 1Y | +7.0% | +15.7% | -8.6% | +4.7% |
| 3Y | +105.3% | +86.9% | +18.4% | +86.7% |
| 5Y | +129.3% | +89.8% | +39.4% | +105.1% |
| 10Y | +423.9% | +344.7% | +79.2% | +298.8% |
| All | +9,012.0% | +1,537.4% | +7,474.5% | +3,426.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling