+168.5%
WMT vs USB
+21.6%
+147.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | +16.1% | +5.8% | +10.2% | +15.3% |
| 3M | +12.3% | -6.0% | +18.2% | +13.0% |
| 6M | -3.1% | +7.8% | -10.9% | -4.0% |
| YTD | +13.4% | +14.6% | -1.2% | +11.3% |
| 1Y | +24.5% | +31.8% | -7.3% | +20.0% |
| 3Y | +135.7% | +91.5% | +44.2% | +117.2% |
| All | +168.5% | +21.6% | +147.0% | +157.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling