+441.6%
WMT vs TRU
+226.0%
+215.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -0.2% | -6.5% | +6.2% | +0.7% |
| 30D | -5.8% | -2.5% | -3.3% | -5.6% |
| 3M | -10.8% | +10.4% | -21.1% | -12.2% |
| 6M | -14.3% | +1.6% | -16.0% | -15.0% |
| YTD | -4.4% | -9.7% | +5.3% | -4.0% |
| 1Y | +4.3% | -17.3% | +21.6% | +6.0% |
| 3Y | +100.1% | -1.8% | +101.9% | +93.2% |
| 5Y | +130.8% | -36.2% | +167.1% | +136.3% |
| 10Y | +433.7% | +143.2% | +290.5% | +328.0% |
| All | +441.6% | +226.0% | +215.6% | +323.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling