+8,919.3%
WMT vs UL
+2,632.7%
+6,286.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +0.1% | -1.3% | +1.4% | +0.5% |
| 30D | -5.0% | +0.9% | -5.9% | -5.3% |
| 3M | -11.3% | +14.2% | -25.5% | -14.9% |
| 6M | -13.8% | -3.2% | -10.6% | -13.3% |
| YTD | -4.2% | -0.3% | -3.9% | -4.5% |
| 1Y | +4.6% | -8.8% | +13.3% | +6.8% |
| 3Y | +100.5% | +23.9% | +76.6% | +85.8% |
| 5Y | +129.7% | +21.4% | +108.3% | +111.0% |
| 10Y | +423.4% | +66.7% | +356.8% | +326.6% |
| All | +8,919.3% | +2,632.7% | +6,286.6% | +2,347.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling