+7.0%
WMT vs UL
-8.6%
+15.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +3.9% | -1.3% | +5.3% | +4.3% |
| 30D | -4.4% | +0.5% | -4.9% | -4.5% |
| 3M | -8.8% | +17.6% | -26.4% | -13.9% |
| 6M | -15.6% | -5.4% | -10.3% | -14.0% |
| YTD | -3.2% | +0.7% | -3.9% | -3.2% |
| 1Y | +7.0% | -9.3% | +16.3% | +12.1% |
| All | +7.0% | -8.6% | +15.7% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling