+7.0%
WMT vs Z
-58.8%
+65.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.2% |
| 7D | +3.9% | -3.0% | +6.9% | +3.9% |
| 30D | -4.4% | -4.2% | -0.2% | -4.4% |
| 3M | -8.8% | -3.7% | -5.1% | -9.0% |
| 6M | -15.6% | -24.5% | +8.9% | -16.7% |
| YTD | -3.2% | -49.3% | +46.1% | -4.1% |
| 1Y | +7.0% | -58.7% | +65.7% | +8.0% |
| All | +7.0% | -58.8% | +65.9% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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