+534.7%
WMT vs STM
+467.4%
+67.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -1.2% | +16.3% | -17.5% | -2.3% |
| 30D | +12.4% | -6.3% | +18.7% | +12.7% |
| 3M | +9.0% | -14.1% | +23.1% | +9.9% |
| 6M | -3.0% | -19.6% | +16.6% | -2.8% |
| YTD | +14.0% | +80.1% | -66.1% | +5.1% |
| 1Y | +23.0% | +95.4% | -72.3% | +12.5% |
| 3Y | +135.1% | +14.7% | +120.4% | +120.7% |
| 5Y | +172.7% | -5.4% | +178.1% | +156.7% |
| All | +534.7% | +467.4% | +67.3% | +446.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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