+170.1%
WMT vs U
-68.6%
+238.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | +0.6% | +24.4% | -23.8% | 0.0% |
| 30D | +12.8% | +7.4% | +5.4% | +12.5% |
| 3M | +11.7% | +16.8% | -5.1% | +11.2% |
| 6M | -3.5% | +78.8% | -82.3% | -5.0% |
| YTD | +13.4% | +14.0% | -0.6% | +12.8% |
| 1Y | +23.6% | +16.7% | +6.9% | +22.8% |
| 3Y | +133.9% | +86.4% | +47.5% | +123.2% |
| 5Y | +170.1% | -71.5% | +241.6% | +159.2% |
| All | +170.1% | -68.6% | +238.7% | +159.2% |
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