+156.8%
WMT vs U
-44.5%
+201.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | +3.9% | -3.8% | +7.7% | +4.0% |
| 30D | -4.4% | +17.5% | -21.9% | -4.8% |
| 3M | -8.8% | +38.7% | -47.5% | -9.6% |
| 6M | -15.6% | +104.4% | -120.1% | -17.4% |
| YTD | -3.2% | -5.7% | +2.5% | -3.3% |
| 1Y | +7.0% | +3.7% | +3.4% | +6.3% |
| 3Y | +105.3% | +12.3% | +93.0% | +99.7% |
| 5Y | +129.3% | -68.8% | +198.1% | +123.9% |
| All | +156.8% | -44.5% | +201.3% | +145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling