-3.1%
WMT vs WM
+6.8%
-9.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.6% |
| 7D | +1.6% | +1.2% | +0.4% | +1.0% |
| 30D | +16.1% | +13.1% | +3.0% | +8.3% |
| 3M | +12.3% | +3.6% | +8.6% | +9.6% |
| 6M | -3.1% | +8.1% | -11.2% | -8.4% |
| All | -3.1% | +6.8% | -9.9% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling