+8,900.6%
WMT vs TRV
+6,571.7%
+2,328.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | -5.8% | -2.3% | -3.5% | -5.2% |
| 3M | -10.8% | +22.7% | -33.5% | -16.2% |
| 6M | -14.3% | +21.9% | -36.3% | -19.5% |
| YTD | -4.4% | +27.5% | -31.9% | -11.4% |
| 1Y | +4.3% | +36.2% | -31.9% | -5.3% |
| 3Y | +100.1% | +140.6% | -40.5% | +51.5% |
| 5Y | +130.8% | +154.5% | -23.7% | +69.5% |
| 10Y | +433.7% | +295.4% | +138.3% | +227.7% |
| All | +8,900.6% | +6,571.7% | +2,328.9% | +1,644.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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