+130.8%
WMT vs S
-71.9%
+202.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.2% | -1.2% | +1.0% | -0.2% |
| 30D | -5.8% | -12.6% | +6.7% | -5.4% |
| 3M | -10.8% | +27.6% | -38.3% | -11.7% |
| 6M | -14.3% | +35.5% | -49.8% | -15.6% |
| YTD | -4.4% | +29.6% | -34.0% | -5.7% |
| 1Y | +4.3% | +8.1% | -3.8% | +3.6% |
| 3Y | +100.1% | +14.8% | +85.3% | +96.3% |
| 5Y | +130.8% | -70.6% | +201.4% | +129.2% |
| All | +130.8% | -71.9% | +202.7% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling