+100.5%
WMT vs W
+44.2%
+56.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.0% |
| 7D | +0.1% | +6.5% | -6.4% | -0.1% |
| 30D | -5.0% | -6.2% | +1.3% | -4.7% |
| 3M | -11.3% | +48.9% | -60.2% | -13.1% |
| 6M | -13.8% | +31.2% | -45.0% | -15.2% |
| YTD | -4.2% | -0.4% | -3.8% | -4.6% |
| 1Y | +4.6% | +14.8% | -10.3% | +2.9% |
| 3Y | +100.5% | +40.5% | +60.0% | +83.1% |
| All | +100.5% | +44.2% | +56.3% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling