+544.2%
WMT vs W
+212.4%
+331.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +2.0% | +0.2% | +1.9% | +2.0% |
| 30D | +10.3% | +6.8% | +3.5% | +9.8% |
| 3M | +11.0% | +10.7% | +0.3% | +10.2% |
| 6M | -2.3% | +86.3% | -88.7% | -6.3% |
| YTD | +15.7% | +11.5% | +4.2% | +13.8% |
| 1Y | +26.0% | +5.1% | +20.9% | +24.2% |
| 3Y | +136.5% | +171.0% | -34.5% | +113.8% |
| 5Y | +176.8% | -56.6% | +233.5% | +163.4% |
| All | +544.2% | +212.4% | +331.9% | +390.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling