+456.5%
WMT vs USFR
+27.6%
+428.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | -5.0% | +0.3% | -5.3% | -5.0% |
| 3M | -11.3% | +1.0% | -12.3% | -11.4% |
| 6M | -13.8% | +1.9% | -15.7% | -13.9% |
| YTD | -4.2% | +2.7% | -6.9% | -4.4% |
| 1Y | +4.6% | +4.0% | +0.5% | +4.2% |
| 3Y | +100.5% | +14.0% | +86.4% | +99.0% |
| 5Y | +129.7% | +20.4% | +109.3% | +127.3% |
| 10Y | +423.4% | +28.1% | +395.4% | +412.2% |
| All | +456.5% | +27.6% | +428.9% | +439.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling