+99.2%
WMT vs WBD
+147.2%
-48.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -2.5% | -0.6% | -1.9% | -2.4% |
| 30D | -6.4% | +4.2% | -10.6% | -6.7% |
| 3M | -12.1% | +7.5% | -19.6% | -12.5% |
| 6M | -15.0% | +1.6% | -16.5% | -15.1% |
| YTD | -4.5% | -2.2% | -2.3% | -4.4% |
| 1Y | +6.2% | +124.9% | -118.7% | -0.1% |
| All | +99.2% | +147.2% | -48.0% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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