+130.8%
WMT vs SPOT
+111.4%
+19.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.2% |
| 7D | -0.2% | -6.5% | +6.3% | +0.1% |
| 30D | -5.8% | +2.2% | -8.0% | -6.0% |
| 3M | -10.8% | +5.4% | -16.2% | -11.0% |
| 6M | -14.3% | -4.0% | -10.3% | -14.2% |
| YTD | -4.4% | -9.9% | +5.5% | -4.0% |
| 1Y | +4.3% | -27.3% | +31.6% | +6.4% |
| 3Y | +100.1% | +236.4% | -136.3% | +84.6% |
| 5Y | +130.8% | +112.6% | +18.2% | +108.3% |
| All | +130.8% | +111.4% | +19.4% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling