+8,900.6%
WMT vs WY
+673.4%
+8,227.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -0.2% | -1.7% | +1.4% | +0.1% |
| 30D | -5.8% | -9.9% | +4.0% | -3.7% |
| 3M | -10.8% | -7.5% | -3.3% | -9.4% |
| 6M | -14.3% | -5.1% | -9.2% | -13.6% |
| YTD | -4.4% | -2.1% | -2.3% | -4.4% |
| 1Y | +4.3% | -7.3% | +11.7% | +5.4% |
| 3Y | +100.1% | -22.6% | +122.7% | +107.6% |
| 5Y | +130.8% | -19.8% | +150.6% | +134.1% |
| 10Y | +433.7% | +9.6% | +424.2% | +369.7% |
| All | +8,900.6% | +673.4% | +8,227.2% | +3,348.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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