+99.2%
WMT vs WU
-29.2%
+128.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -2.5% | -5.0% | +2.5% | -2.0% |
| 30D | -6.4% | -2.3% | -4.2% | -6.3% |
| 3M | -12.1% | -3.2% | -8.9% | -12.2% |
| 6M | -15.0% | -25.0% | +10.1% | -12.5% |
| YTD | -4.5% | -21.7% | +17.2% | -2.3% |
| 1Y | +6.2% | -9.0% | +15.1% | +6.0% |
| All | +99.2% | -29.2% | +128.3% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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