+428.1%
WMT vs STM
+672.2%
-244.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | 0.0% | -1.4% | +1.4% | +0.1% |
| 30D | -7.4% | -4.9% | -2.5% | -7.1% |
| 3M | -10.9% | -34.0% | +23.1% | -8.3% |
| 6M | -12.7% | +51.8% | -64.5% | -17.4% |
| YTD | -3.2% | +99.4% | -102.6% | -11.1% |
| 1Y | +5.3% | +99.1% | -93.8% | -3.6% |
| 3Y | +101.9% | +19.5% | +82.4% | +89.9% |
| 5Y | +134.6% | +19.5% | +115.1% | +116.2% |
| All | +428.1% | +672.2% | -244.1% | +307.3% |
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