+143.5%
WMT vs S
-56.8%
+200.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +3.9% | -7.7% | +11.6% | +4.2% |
| 30D | -4.4% | -5.3% | +0.9% | -4.3% |
| 3M | -8.8% | +20.3% | -29.1% | -9.5% |
| 6M | -15.6% | +47.4% | -63.0% | -17.0% |
| YTD | -3.2% | +32.5% | -35.8% | -4.5% |
| 1Y | +7.0% | +9.5% | -2.5% | +6.4% |
| 3Y | +105.3% | +15.5% | +89.8% | +101.8% |
| 5Y | +129.3% | -71.2% | +200.5% | +125.2% |
| All | +143.5% | -56.8% | +200.3% | +141.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling