+135.9%
WMT vs SPYG
+85.2%
+50.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | 0.0% | -0.9% | +0.9% | +0.2% |
| 30D | -7.4% | -1.5% | -5.9% | -7.1% |
| 3M | -10.9% | +3.7% | -14.6% | -11.9% |
| 6M | -12.7% | +16.4% | -29.1% | -16.8% |
| YTD | -3.2% | +13.3% | -16.5% | -7.1% |
| 1Y | +5.3% | +17.9% | -12.6% | -0.5% |
| 3Y | +101.9% | +98.3% | +3.5% | +59.7% |
| All | +135.9% | +85.2% | +50.7% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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