-2.3%
WMT vs WAB
+10.6%
-13.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.5% |
| 7D | +2.0% | +5.1% | -3.0% | +2.4% |
| 30D | +10.3% | +4.0% | +6.3% | +10.5% |
| 3M | +11.0% | +0.1% | +10.9% | +10.8% |
| 6M | -2.3% | +12.8% | -15.1% | -1.5% |
| All | -2.3% | +10.6% | -13.0% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 6mo: compounded portfolio wealth divided by compounded WAB 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…
6mo analysis · Full analysis span regression · 6 months rolling