+129.7%
WMT vs U
-68.4%
+198.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.1% |
| 7D | +0.1% | +4.5% | -4.3% | 0.0% |
| 30D | -5.0% | -0.6% | -4.4% | -4.9% |
| 3M | -11.3% | +48.4% | -59.7% | -12.2% |
| 6M | -13.8% | +115.4% | -129.2% | -15.7% |
| YTD | -4.2% | -3.2% | -1.0% | -4.3% |
| 1Y | +4.6% | -6.0% | +10.6% | +4.4% |
| 3Y | +100.5% | +13.5% | +87.0% | +94.8% |
| 5Y | +129.7% | -68.0% | +197.7% | +119.6% |
| All | +129.7% | -68.4% | +198.1% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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