+135.9%
WMT vs TRU
-35.6%
+171.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.2% |
| 7D | 0.0% | -2.7% | +2.7% | +0.3% |
| 30D | -7.4% | -2.0% | -5.4% | -7.3% |
| 3M | -10.9% | +18.4% | -29.3% | -12.7% |
| 6M | -12.7% | +8.9% | -21.5% | -13.9% |
| YTD | -3.2% | -8.9% | +5.7% | -2.8% |
| 1Y | +5.3% | -15.9% | +21.1% | +6.7% |
| 3Y | +101.9% | -1.1% | +102.9% | +97.8% |
| All | +135.9% | -35.6% | +171.5% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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