+170.3%
WMT vs S
-67.1%
+237.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | -2.7% | +1.2% | -3.9% | -2.8% |
| 30D | +11.1% | -7.3% | +18.5% | +11.3% |
| 3M | +11.2% | +5.9% | +5.3% | +10.8% |
| 6M | -1.3% | +45.6% | -46.9% | -2.9% |
| YTD | +13.5% | +58.5% | -45.0% | +11.1% |
| 1Y | +22.5% | +37.6% | -15.1% | +20.6% |
| 3Y | +134.1% | +51.7% | +82.5% | +127.4% |
| 5Y | +170.3% | -67.5% | +237.8% | +158.8% |
| All | +170.3% | -67.1% | +237.3% | +158.8% |
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