+100.5%
WMT vs SPGI
+17.8%
+82.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.4% |
| 7D | +0.1% | -2.5% | +2.6% | +0.6% |
| 30D | -5.0% | +5.4% | -10.4% | -5.9% |
| 3M | -11.3% | +9.0% | -20.3% | -12.8% |
| 6M | -13.8% | +0.8% | -14.6% | -14.0% |
| YTD | -4.2% | -12.6% | +8.4% | -1.2% |
| 1Y | +4.6% | -16.1% | +20.7% | +9.3% |
| 3Y | +100.5% | +19.0% | +81.5% | +92.8% |
| All | +100.5% | +17.8% | +82.6% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling