+5.3%
WMT vs XYZ
+7.1%
-1.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | 0.0% | -4.3% | +4.3% | 0.0% |
| 30D | -7.4% | +1.2% | -8.6% | -7.4% |
| 3M | -10.9% | +14.6% | -25.5% | -10.6% |
| 6M | -12.7% | +22.6% | -35.2% | -12.5% |
| YTD | -3.2% | +21.7% | -24.9% | -2.6% |
| 1Y | +5.3% | +6.7% | -1.4% | +5.8% |
| All | +5.3% | +7.1% | -1.9% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling