+107.0%
WMT vs USB
+95.2%
+11.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +3.9% | +1.4% | +2.5% | +3.7% |
| 30D | -4.4% | -1.3% | -3.1% | -4.2% |
| 3M | -8.8% | +15.2% | -24.0% | -10.5% |
| 6M | -15.6% | +18.8% | -34.5% | -17.6% |
| YTD | -3.2% | +21.0% | -24.2% | -6.0% |
| 1Y | +7.0% | +34.0% | -27.0% | +2.3% |
| All | +107.0% | +95.2% | +11.8% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 3y: compounded portfolio wealth divided by compounded USB 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…
3y analysis · Full analysis span regression · 6 months rolling