+10,793.7%
WMT vs T
+1,663.4%
+9,130.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.0% | +2.5% | -0.5% | +1.3% |
| 30D | +10.3% | -3.8% | +14.0% | +11.4% |
| 3M | +11.0% | -8.7% | +19.7% | +13.6% |
| 6M | -2.3% | -8.1% | +5.8% | -0.6% |
| YTD | +15.7% | -6.4% | +22.2% | +16.7% |
| 1Y | +26.0% | -9.8% | +35.7% | +28.4% |
| 3Y | +136.5% | +65.5% | +71.0% | +97.0% |
| 5Y | +176.8% | +57.0% | +119.9% | +128.4% |
| 10Y | +537.5% | +60.8% | +476.7% | +406.6% |
| All | +10,793.7% | +1,663.4% | +9,130.3% | +2,355.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling