+130.8%
WMT vs T
+63.3%
+67.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.1% |
| 7D | -0.2% | -3.1% | +2.8% | +0.3% |
| 30D | -5.8% | +4.6% | -10.4% | -6.5% |
| 3M | -10.8% | +12.2% | -23.0% | -12.5% |
| 6M | -14.3% | -6.5% | -7.9% | -13.7% |
| YTD | -4.4% | +4.9% | -9.3% | -5.4% |
| 1Y | +4.3% | -10.5% | +14.8% | +5.7% |
| 3Y | +100.1% | +104.6% | -4.5% | +81.7% |
| 5Y | +130.8% | +64.2% | +66.6% | +118.5% |
| All | +130.8% | +63.3% | +67.5% | +118.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling