+129.7%
WMT vs TER
+216.0%
-86.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -1.2% |
| 7D | +0.1% | +11.0% | -10.8% | -0.2% |
| 30D | -5.0% | -1.9% | -3.1% | -5.0% |
| 3M | -11.3% | -0.7% | -10.6% | -11.7% |
| 6M | -13.8% | +36.4% | -50.2% | -16.2% |
| YTD | -4.2% | +92.4% | -96.7% | -9.0% |
| 1Y | +4.6% | +213.5% | -209.0% | -4.2% |
| 3Y | +100.5% | +277.2% | -176.8% | +75.2% |
| 5Y | +129.7% | +219.1% | -89.5% | +94.2% |
| All | +129.7% | +216.0% | -86.3% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling