+321.0%
WMT vs SPOT
+227.0%
+94.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.0% |
| 7D | +3.9% | -0.9% | +4.9% | +4.0% |
| 30D | -4.4% | +12.5% | -16.9% | -5.1% |
| 3M | -8.8% | +9.9% | -18.7% | -9.3% |
| 6M | -15.6% | +1.6% | -17.2% | -15.9% |
| YTD | -3.2% | -6.6% | +3.4% | -3.2% |
| 1Y | +7.0% | -22.9% | +30.0% | +8.5% |
| 3Y | +105.3% | +244.3% | -139.0% | +87.4% |
| 5Y | +129.3% | +117.8% | +11.4% | +110.7% |
| All | +321.0% | +227.0% | +94.1% | +258.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling