+178.4%
WMT vs STM
-5.1%
+183.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.5% |
| 7D | +2.0% | +12.0% | -10.0% | +1.6% |
| 30D | +10.3% | -0.4% | +10.6% | +10.2% |
| 3M | +11.0% | -13.2% | +24.1% | +11.4% |
| 6M | -2.3% | -26.1% | +23.7% | -1.9% |
| YTD | +15.7% | +81.2% | -65.5% | +8.6% |
| 1Y | +26.0% | +98.3% | -72.3% | +17.4% |
| 3Y | +136.5% | +16.7% | +119.8% | +122.0% |
| All | +178.4% | -5.1% | +183.5% | +154.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling