+3,155.5%
WMT vs SPY
+3,091.8%
+63.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | -4.4% | +0.1% | -4.5% | -4.4% |
| 3M | -8.8% | +2.0% | -10.8% | -10.2% |
| 6M | -15.6% | +13.0% | -28.7% | -22.6% |
| YTD | -3.2% | +13.5% | -16.8% | -11.6% |
| 1Y | +7.0% | +20.0% | -12.9% | -6.0% |
| 3Y | +105.3% | +77.2% | +28.1% | +37.4% |
| 5Y | +129.3% | +81.9% | +47.4% | +47.7% |
| 10Y | +423.9% | +314.1% | +109.9% | +82.3% |
| All | +3,155.5% | +3,091.8% | +63.7% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling