+544.2%
WMT vs Z
-16.5%
+560.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.3% |
| 7D | +2.0% | +0.8% | +1.2% | +2.0% |
| 30D | +10.3% | +5.2% | +5.1% | +9.9% |
| 3M | +11.0% | -17.0% | +28.0% | +11.8% |
| 6M | -2.3% | -22.7% | +20.3% | -1.4% |
| YTD | +15.7% | -56.3% | +72.0% | +20.1% |
| 1Y | +26.0% | -57.7% | +83.6% | +30.9% |
| 3Y | +136.5% | -16.5% | +153.1% | +134.9% |
| 5Y | +176.8% | -53.4% | +230.2% | +178.5% |
| All | +544.2% | -16.5% | +560.7% | +518.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling