+4,804.0%
WMT vs STM
+2,285.7%
+2,518.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.4% |
| 7D | +3.9% | +5.8% | -1.9% | +3.2% |
| 30D | -4.4% | -1.0% | -3.4% | -4.4% |
| 3M | -8.8% | -33.3% | +24.5% | -4.9% |
| 6M | -15.6% | +57.4% | -73.0% | -22.4% |
| YTD | -3.2% | +102.2% | -105.4% | -14.3% |
| 1Y | +7.0% | +99.6% | -92.6% | -5.5% |
| 3Y | +105.3% | +14.5% | +90.8% | +90.2% |
| 5Y | +129.3% | +21.4% | +107.9% | +105.6% |
| 10Y | +423.9% | +695.0% | -271.0% | +233.1% |
| All | +4,804.0% | +2,285.7% | +2,518.2% | +2,257.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling