+5,675.9%
WMT vs STM
+2,025.5%
+3,650.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -1.2% | +16.3% | -17.5% | -3.2% |
| 30D | +12.4% | -6.3% | +18.7% | +12.8% |
| 3M | +9.0% | -14.1% | +23.1% | +10.4% |
| 6M | -3.0% | -19.6% | +16.6% | -2.5% |
| YTD | +14.0% | +80.1% | -66.1% | +1.8% |
| 1Y | +23.0% | +95.4% | -72.3% | +8.5% |
| 3Y | +135.1% | +14.7% | +120.4% | +116.3% |
| 5Y | +172.7% | -5.4% | +178.1% | +151.9% |
| 10Y | +528.1% | +465.5% | +62.6% | +317.6% |
| All | +5,675.9% | +2,025.5% | +3,650.5% | +2,700.7% |
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 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