+428.1%
WMT vs UL
+66.7%
+361.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | 0.0% | -3.4% | +3.4% | +1.0% |
| 30D | -7.4% | +0.5% | -7.9% | -7.6% |
| 3M | -10.9% | +7.2% | -18.1% | -12.8% |
| 6M | -12.7% | -3.1% | -9.6% | -12.3% |
| YTD | -3.2% | -2.7% | -0.5% | -2.9% |
| 1Y | +5.3% | -10.2% | +15.5% | +7.8% |
| 3Y | +101.9% | +20.3% | +81.6% | +89.9% |
| 5Y | +134.6% | +19.9% | +114.6% | +118.1% |
| All | +428.1% | +66.7% | +361.4% | +364.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling