+9,012.0%
WMT vs SPGI
+14,090.3%
-5,078.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | -4.4% | +8.4% | -12.8% | -6.5% |
| 3M | -8.8% | +11.8% | -20.6% | -11.8% |
| 6M | -15.6% | +5.7% | -21.3% | -17.5% |
| YTD | -3.2% | -9.7% | +6.5% | -1.9% |
| 1Y | +7.0% | -12.5% | +19.5% | +9.2% |
| 3Y | +105.3% | +21.8% | +83.5% | +90.5% |
| 5Y | +129.3% | +8.2% | +121.1% | +116.4% |
| 10Y | +423.9% | +309.5% | +114.4% | +230.8% |
| All | +9,012.0% | +14,090.3% | -5,078.3% | +1,365.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling