+4,610.2%
WMT vs WAB
+4,316.0%
+294.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.6% |
| 7D | +2.0% | +5.1% | -3.0% | +1.3% |
| 30D | +10.3% | +4.0% | +6.3% | +9.5% |
| 3M | +11.0% | +0.1% | +10.9% | +10.8% |
| 6M | -2.3% | +12.8% | -15.1% | -4.4% |
| YTD | +15.7% | +40.1% | -24.4% | +9.6% |
| 1Y | +26.0% | +46.4% | -20.4% | +18.5% |
| 3Y | +136.5% | +167.4% | -30.9% | +102.7% |
| 5Y | +176.8% | +215.0% | -38.2% | +129.9% |
| 10Y | +537.5% | +269.2% | +268.4% | +395.9% |
| All | +4,610.2% | +4,316.0% | +294.2% | +2,074.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling