+880.3%
WMT vs WU
-21.6%
+901.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.6% |
| 7D | +0.1% | -0.8% | +1.0% | +0.3% |
| 30D | -5.0% | -1.1% | -3.8% | -4.8% |
| 3M | -11.3% | -1.8% | -9.5% | -11.7% |
| 6M | -13.8% | -23.9% | +10.1% | -10.1% |
| YTD | -4.2% | -20.4% | +16.2% | -1.1% |
| 1Y | +4.6% | -10.6% | +15.1% | +5.1% |
| 3Y | +100.5% | -27.7% | +128.2% | +107.5% |
| 5Y | +129.7% | -51.1% | +180.8% | +153.2% |
| 10Y | +423.4% | -40.7% | +464.2% | +440.1% |
| All | +880.3% | -21.6% | +901.9% | +793.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling