+101.9%
WMT vs XYZ
+46.8%
+55.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | 0.0% | -4.3% | +4.3% | +0.2% |
| 30D | -7.4% | +1.2% | -8.6% | -7.5% |
| 3M | -10.9% | +14.6% | -25.5% | -11.6% |
| 6M | -12.7% | +22.6% | -35.2% | -13.8% |
| YTD | -3.2% | +21.7% | -24.9% | -4.5% |
| 1Y | +5.3% | +6.7% | -1.4% | +4.6% |
| 3Y | +101.9% | +46.8% | +55.0% | +90.5% |
| All | +101.9% | +46.8% | +55.1% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling