+421.1%
WMT vs SPGI
+291.9%
+129.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.3% |
| 7D | -2.5% | -8.9% | +6.4% | -0.4% |
| 30D | -6.4% | +0.6% | -7.1% | -6.7% |
| 3M | -12.1% | +2.0% | -14.1% | -12.8% |
| 6M | -15.0% | +0.1% | -15.0% | -15.5% |
| YTD | -4.5% | -16.4% | +11.9% | -1.3% |
| 1Y | +6.2% | -18.9% | +25.1% | +10.4% |
| 3Y | +99.9% | +13.8% | +86.1% | +89.7% |
| 5Y | +131.4% | +0.5% | +130.9% | +123.1% |
| All | +421.1% | +291.9% | +129.2% | +255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling