+10,575.1%
WMT vs WM
+28,547.2%
-17,972.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.4% |
| 7D | +1.6% | +1.2% | +0.4% | +1.4% |
| 30D | +16.1% | +13.1% | +3.0% | +13.6% |
| 3M | +12.3% | +3.6% | +8.6% | +11.6% |
| 6M | -3.1% | +8.1% | -11.2% | -4.4% |
| YTD | +13.4% | +8.9% | +4.5% | +11.5% |
| 1Y | +24.5% | +20.3% | +4.2% | +20.3% |
| 3Y | +135.7% | +46.2% | +89.5% | +120.0% |
| 5Y | +166.8% | +59.9% | +106.9% | +144.7% |
| 10Y | +543.4% | +345.6% | +197.9% | +399.4% |
| All | +10,575.1% | +28,547.2% | -17,972.1% | +5,488.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling