+421.1%
WMT vs TER
+1,841.7%
-1,420.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.1% |
| 7D | -2.5% | +9.4% | -11.9% | -3.1% |
| 30D | -6.4% | -2.4% | -4.0% | -6.4% |
| 3M | -12.1% | +6.5% | -18.7% | -13.4% |
| 6M | -15.0% | +23.2% | -38.1% | -18.0% |
| YTD | -4.5% | +91.5% | -96.0% | -11.8% |
| 1Y | +6.2% | +214.8% | -208.6% | -7.2% |
| 3Y | +99.9% | +275.3% | -175.5% | +66.2% |
| 5Y | +131.4% | +211.9% | -80.5% | +91.5% |
| All | +421.1% | +1,841.7% | -1,420.7% | +236.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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