+428.1%
WMT vs T
+75.2%
+352.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.9% |
| 7D | 0.0% | +1.5% | -1.5% | -0.4% |
| 30D | -7.4% | +7.5% | -14.9% | -9.0% |
| 3M | -10.9% | +14.8% | -25.7% | -14.0% |
| 6M | -12.7% | -1.7% | -10.9% | -12.6% |
| YTD | -3.2% | +8.7% | -11.9% | -5.7% |
| 1Y | +5.3% | -7.5% | +12.7% | +6.7% |
| 3Y | +101.9% | +110.2% | -8.4% | +65.0% |
| 5Y | +134.6% | +71.6% | +62.9% | +98.7% |
| All | +428.1% | +75.2% | +352.9% | +333.6% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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