+100.5%
WMT vs S
+13.8%
+86.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.2% | -1.0% |
| 7D | +0.1% | -5.8% | +5.9% | +0.3% |
| 30D | -5.0% | -9.2% | +4.2% | -4.7% |
| 3M | -11.3% | +23.4% | -34.7% | -11.9% |
| 6M | -13.8% | +36.9% | -50.7% | -14.8% |
| YTD | -4.2% | +29.5% | -33.7% | -5.2% |
| 1Y | +4.6% | +5.4% | -0.9% | +4.6% |
| 3Y | +100.5% | +14.7% | +85.8% | +96.5% |
| All | +100.5% | +13.8% | +86.7% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling