+133.9%
WMT vs T
+62.7%
+71.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +0.6% | +2.6% | -2.0% | +0.1% |
| 30D | +12.8% | -1.1% | +13.8% | +12.8% |
| 3M | +11.7% | -7.7% | +19.5% | +13.0% |
| 6M | -3.5% | -10.6% | +7.1% | -2.2% |
| YTD | +13.4% | -7.5% | +20.9% | +14.3% |
| 1Y | +23.6% | -7.4% | +31.0% | +24.5% |
| 3Y | +133.9% | +63.1% | +70.8% | +130.3% |
| All | +133.9% | +62.7% | +71.2% | +130.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling