+100.5%
WMT vs STM
+20.8%
+79.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | +0.1% | +5.2% | -5.1% | 0.0% |
| 30D | -5.0% | -7.4% | +2.4% | -4.8% |
| 3M | -11.3% | -30.6% | +19.4% | -10.4% |
| 6M | -13.8% | +66.4% | -80.2% | -17.2% |
| YTD | -4.2% | +101.1% | -105.3% | -9.2% |
| 1Y | +4.6% | +97.4% | -92.8% | -0.9% |
| 3Y | +100.5% | +21.1% | +79.3% | +83.9% |
| All | +100.5% | +20.8% | +79.7% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling