+428.1%
WMT vs SPY
+322.5%
+105.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +0.9% |
| 7D | 0.0% | -0.8% | +0.8% | +0.4% |
| 30D | -7.4% | -1.1% | -6.4% | -6.9% |
| 3M | -10.9% | +3.9% | -14.7% | -12.6% |
| 6M | -12.7% | +13.6% | -26.3% | -18.3% |
| YTD | -3.2% | +12.7% | -15.9% | -9.2% |
| 1Y | +5.3% | +17.5% | -12.2% | -3.6% |
| 3Y | +101.9% | +76.9% | +25.0% | +48.8% |
| 5Y | +134.6% | +83.6% | +51.0% | +67.4% |
| All | +428.1% | +322.5% | +105.6% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling