+131.4%
WMT vs USFR
+20.4%
+111.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.5% | +0.1% | -2.6% | -2.4% |
| 30D | -6.4% | +0.3% | -6.7% | -6.1% |
| 3M | -12.1% | +1.0% | -13.1% | -11.2% |
| 6M | -15.0% | +1.9% | -16.9% | -13.0% |
| YTD | -4.5% | +2.7% | -7.2% | -1.2% |
| 1Y | +6.2% | +4.0% | +2.2% | +11.9% |
| 3Y | +99.9% | +14.1% | +85.8% | +173.3% |
| 5Y | +131.4% | +20.5% | +111.0% | +307.7% |
| All | +131.4% | +20.4% | +111.0% | +307.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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