# WMT Risk-Adjusted Performance Profile

Advisory: Descriptive market-risk statistics - not investment advice; past performance does not indicate future results. Informational only - not investment advice.

Window: 3y ending 2026-06-30. Benchmark: SPY. Pack hash: 4b45ff3f2c03ecf3e1007759179d584e76a8ac2890c67d84e17bdd4053dddb47.

## Return & risk

For WMT over the pinned 3y window ending 2026-06-30, lmfin computes annualized return 29.37%, annualized volatility 21.91%, and maximum drawdown -21.93%. These are historical price statistics for the stated window.

Daily tail statistics for the same window are -1.86% for 95% VaR and -3.04% for 95% CVaR.

## Risk-adjusted ratios

lmfin computes Sharpe 1.17, Sortino 1.74, and Calmar 1.41 from the pinned return series. grepcent reports them as mechanical ratios, not as a rating.

## Market sensitivity vs SPY

Against SPY over the same window, lmfin computes beta 0.41 and alpha 18.99%. Up capture is 0.35 and down capture is 0.04.

## Fundamentals pairing

To pair the market-risk profile with grepcent's verified business data, WMT's latest reported revenue is 713,163,000,000, net margin is 3.07%, and return on equity is 21.98%.

## Return and risk statistics

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Annualized return | 29.37% | 3y | 2026-06-30 |
| Annualized volatility | 21.91% | 3y | 2026-06-30 |
| Maximum drawdown | -21.93% | 3y | 2026-06-30 |
| 95% daily VaR | -1.86% | 3y | 2026-06-30 |
| 95% daily CVaR | -3.04% | 3y | 2026-06-30 |

## Ratios and SPY sensitivity

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Sharpe ratio | 1.17 | 3y | 2026-06-30 |
| Sortino ratio | 1.74 | 3y | 2026-06-30 |
| Calmar ratio | 1.41 | 3y | 2026-06-30 |
| Beta vs SPY | 0.41 | 3y | 2026-06-30 |
| Alpha vs SPY | 18.99% | 3y | 2026-06-30 |
| Up capture vs SPY | 0.35 | 3y | 2026-06-30 |
| Down capture vs SPY | 0.04 | 3y | 2026-06-30 |

## Verified fundamentals paired with the profile

| Metric | Value | Period end | Source |
| --- | --- | --- | --- |
| Revenue | 713,163,000,000 | 2026-01-31 | 0000104169-26-000055 |
| Net margin | 3.07% | 2026-01-31 | 0000104169-26-000055 |
| Return on equity | 21.98% | 2026-01-31 | 0000104169-26-000055 |

## Provenance

lmfin: lmfin 0.1.0. Command: lmfin perf WMT --vs SPY --window 3y --end 2026-06-30 --json. Price source: yahoo; price field: adjusted_close; window start: 2023-06-30; window end: 2026-06-30. Risk-free rate input: 0.0385. Price-based statistics are computed by lmfin from Yahoo adjusted-close data over the pinned window. Fundamentals are grepcent verified SEC companyfacts. Descriptive data, not advice. Pack hash: 4b45ff3f2c03ecf3e1007759179d584e76a8ac2890c67d84e17bdd4053dddb47.