+536.8%
WMT vs XYZ
+608.9%
-72.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -0.2% | -3.7% | +3.5% | 0.0% |
| 30D | -5.8% | +0.5% | -6.4% | -5.9% |
| 3M | -10.8% | +16.3% | -27.0% | -11.7% |
| 6M | -14.3% | +21.1% | -35.5% | -15.7% |
| YTD | -4.4% | +22.0% | -26.4% | -6.2% |
| 1Y | +4.3% | +5.2% | -0.8% | +3.3% |
| 3Y | +100.1% | +49.6% | +50.5% | +89.9% |
| 5Y | +130.8% | -68.4% | +199.3% | +136.0% |
| 10Y | +433.7% | +604.5% | -170.8% | +356.7% |
| All | +536.8% | +608.9% | -72.1% | +441.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling