+421.1%
WMT vs Z
-6.2%
+427.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | 0.0% |
| 7D | -2.5% | -11.6% | +9.1% | -1.9% |
| 30D | -6.4% | -8.5% | +2.0% | -6.0% |
| 3M | -12.1% | -7.9% | -4.2% | -11.9% |
| 6M | -15.0% | -29.1% | +14.1% | -13.7% |
| YTD | -4.5% | -54.2% | +49.7% | -1.0% |
| 1Y | +6.2% | -63.5% | +69.7% | +11.4% |
| 3Y | +99.9% | -38.6% | +138.5% | +101.9% |
| 5Y | +131.4% | -66.0% | +197.4% | +136.1% |
| All | +421.1% | -6.2% | +427.3% | +390.4% |
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