+107.0%
WMT vs WM
+46.1%
+60.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.7% |
| 7D | +3.9% | -0.3% | +4.2% | +4.1% |
| 30D | -4.4% | -2.4% | -2.0% | -3.6% |
| 3M | -8.8% | +0.4% | -9.2% | -9.0% |
| 6M | -15.6% | -9.5% | -6.2% | -13.0% |
| YTD | -3.2% | +0.5% | -3.7% | -4.0% |
| 1Y | +7.0% | -1.1% | +8.1% | +6.8% |
| All | +107.0% | +46.1% | +60.8% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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