+26.0%
WMT vs S
+30.9%
-4.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +2.0% | +2.0% | +0.1% | +2.2% |
| 30D | +10.3% | -2.7% | +13.0% | +10.2% |
| 3M | +11.0% | -6.9% | +17.8% | +10.4% |
| 6M | -2.3% | +38.1% | -40.4% | +0.4% |
| YTD | +15.7% | +48.0% | -32.3% | +20.1% |
| 1Y | +26.0% | +34.5% | -8.5% | +30.2% |
| All | +26.0% | +30.9% | -4.9% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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