+421.1%
WMT vs W
+155.6%
+265.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | 0.0% |
| 7D | -2.5% | +0.5% | -3.0% | -2.5% |
| 30D | -6.4% | -5.6% | -0.9% | -6.2% |
| 3M | -12.1% | +41.9% | -54.0% | -14.2% |
| 6M | -15.0% | +30.2% | -45.2% | -16.8% |
| YTD | -4.5% | -2.9% | -1.5% | -5.3% |
| 1Y | +6.2% | +11.6% | -5.4% | +4.1% |
| 3Y | +99.9% | +37.0% | +62.9% | +87.5% |
| 5Y | +131.4% | -62.8% | +194.3% | +122.2% |
| All | +421.1% | +155.6% | +265.4% | +296.2% |
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