+9,012.0%
WMT vs TER
+14,183.4%
-5,171.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -1.7% |
| 7D | +3.9% | +0.6% | +3.3% | +3.8% |
| 30D | -4.4% | -8.3% | +3.9% | -3.8% |
| 3M | -8.8% | -12.2% | +3.4% | -8.9% |
| 6M | -15.6% | +17.1% | -32.7% | -18.8% |
| YTD | -3.2% | +84.7% | -87.9% | -11.3% |
| 1Y | +7.0% | +199.9% | -192.9% | -7.4% |
| 3Y | +105.3% | +232.8% | -127.5% | +71.5% |
| 5Y | +129.3% | +198.6% | -69.3% | +90.0% |
| 10Y | +423.9% | +1,669.7% | -1,245.8% | +248.3% |
| All | +9,012.0% | +14,183.4% | -5,171.5% | +3,285.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling