+8,900.5%
WMT vs UNH
+135,996.7%
-127,096.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | -0.2% | -1.7% | +1.4% | 0.0% |
| 30D | -5.8% | -3.8% | -2.0% | -5.3% |
| 3M | -10.8% | -4.3% | -6.5% | -10.2% |
| 6M | -14.3% | +38.6% | -53.0% | -18.9% |
| YTD | -4.4% | +20.7% | -25.1% | -8.0% |
| 1Y | +4.3% | +16.0% | -11.7% | +1.0% |
| 3Y | +100.1% | -13.5% | +113.5% | +97.6% |
| 5Y | +130.8% | +3.5% | +127.3% | +120.2% |
| 10Y | +433.7% | +245.3% | +188.4% | +312.1% |
| All | +8,900.5% | +135,996.7% | -127,096.2% | +2,043.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 UNH 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