+428.1%
WMT vs WWD
+498.2%
-70.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +1.2% |
| 7D | 0.0% | -2.6% | +2.6% | +0.3% |
| 30D | -7.4% | -6.9% | -0.5% | -6.6% |
| 3M | -10.9% | -13.0% | +2.2% | -9.6% |
| 6M | -12.7% | -12.5% | -0.2% | -11.7% |
| YTD | -3.2% | +11.8% | -15.1% | -5.2% |
| 1Y | +5.3% | +41.1% | -35.8% | +0.1% |
| 3Y | +101.9% | +163.1% | -61.2% | +77.2% |
| 5Y | +134.6% | +187.6% | -53.1% | +101.6% |
| All | +428.1% | +498.2% | -70.2% | +307.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling