+818.2%
WMT vs SPXU
-100.0%
+918.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -0.7% |
| 7D | +0.1% | -1.5% | +1.6% | -0.1% |
| 30D | -5.0% | +3.7% | -8.7% | -4.3% |
| 3M | -11.3% | -9.6% | -1.7% | -12.5% |
| 6M | -13.8% | -32.4% | +18.6% | -18.7% |
| YTD | -4.2% | -28.7% | +24.5% | -8.7% |
| 1Y | +4.6% | -38.2% | +42.8% | -2.5% |
| 3Y | +100.5% | -80.4% | +180.9% | +61.3% |
| 5Y | +129.7% | -86.0% | +215.7% | +86.2% |
| 10Y | +423.4% | -99.5% | +522.9% | +181.7% |
| All | +818.2% | -100.0% | +918.2% | +230.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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