+7.0%
WMT vs W
+25.7%
-18.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.1% |
| 7D | +3.9% | -4.2% | +8.1% | +3.9% |
| 30D | -4.4% | -7.6% | +3.2% | -4.5% |
| 3M | -8.8% | +37.2% | -45.9% | -8.0% |
| 6M | -15.6% | +26.3% | -42.0% | -14.7% |
| YTD | -3.2% | -1.0% | -2.2% | -2.0% |
| 1Y | +7.0% | +20.1% | -13.0% | +8.1% |
| All | +7.0% | +25.7% | -18.6% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling