+130.8%
WMT vs SPGI
+1.6%
+129.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.3% | +0.3% |
| 7D | -0.2% | -3.1% | +2.8% | +0.4% |
| 30D | -5.8% | +2.0% | -7.9% | -6.3% |
| 3M | -10.8% | +4.3% | -15.1% | -11.8% |
| 6M | -14.3% | -0.2% | -14.1% | -14.6% |
| YTD | -4.4% | -14.8% | +10.4% | -1.4% |
| 1Y | +4.3% | -18.5% | +22.9% | +8.8% |
| 3Y | +100.1% | +16.0% | +84.1% | +89.4% |
| 5Y | +130.8% | +2.2% | +128.6% | +117.0% |
| All | +130.8% | +1.6% | +129.2% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling