+10,762.2%
WMT vs USB
+8,119.9%
+2,642.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.7% |
| 7D | +5.3% | -1.5% | +6.8% | +5.7% |
| 30D | +19.1% | +4.3% | +14.8% | +18.1% |
| 3M | +14.0% | -6.1% | +20.0% | +15.4% |
| 6M | -1.9% | +9.4% | -11.3% | -4.0% |
| YTD | +15.4% | +15.2% | +0.2% | +11.5% |
| 1Y | +26.9% | +32.8% | -5.8% | +19.0% |
| 3Y | +140.1% | +91.3% | +48.8% | +105.7% |
| 5Y | +171.5% | +22.7% | +148.9% | +149.6% |
| 10Y | +554.7% | +97.0% | +457.7% | +417.6% |
| All | +10,762.2% | +8,119.9% | +2,642.3% | +3,481.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling