+9,012.0%
WMT vs USB
+8,537.0%
+475.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +3.9% | +1.4% | +2.5% | +3.6% |
| 30D | -4.4% | -1.3% | -3.1% | -4.1% |
| 3M | -8.8% | +15.2% | -24.0% | -11.5% |
| 6M | -15.6% | +18.8% | -34.5% | -18.8% |
| YTD | -3.2% | +21.0% | -24.2% | -7.4% |
| 1Y | +7.0% | +34.0% | -27.0% | +0.1% |
| 3Y | +105.3% | +95.3% | +10.0% | +74.6% |
| 5Y | +129.3% | +40.4% | +88.9% | +104.6% |
| 10Y | +423.9% | +107.3% | +316.6% | +310.0% |
| All | +9,012.0% | +8,537.0% | +475.0% | +2,875.0% |
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