+316.8%
WMT vs SPOT
+218.6%
+98.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.9% |
| 7D | +0.1% | -2.9% | +3.0% | +0.3% |
| 30D | -5.0% | +8.3% | -13.3% | -5.4% |
| 3M | -11.3% | +5.1% | -16.4% | -11.6% |
| 6M | -13.8% | -6.5% | -7.3% | -13.6% |
| YTD | -4.2% | -9.0% | +4.8% | -4.0% |
| 1Y | +4.6% | -26.4% | +31.0% | +6.3% |
| 3Y | +100.5% | +240.0% | -139.5% | +83.1% |
| 5Y | +129.7% | +111.7% | +18.0% | +111.5% |
| All | +316.8% | +218.6% | +98.1% | +254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPOT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling