+523.5%
WMT vs P
+691.2%
-167.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +0.6% | -13.3% | +13.9% | +1.0% |
| 30D | +12.8% | -34.0% | +46.7% | +14.4% |
| 3M | +11.7% | +4.1% | +7.6% | +10.8% |
| 6M | -3.5% | +30.5% | -34.0% | -5.7% |
| YTD | +13.4% | +52.2% | -38.8% | +9.5% |
| 1Y | +23.6% | +10.3% | +13.3% | +21.1% |
| 3Y | +133.9% | +180.9% | -47.0% | +109.4% |
| 5Y | +170.1% | +259.7% | -89.6% | +134.0% |
| 10Y | +523.5% | +652.6% | -129.1% | +401.0% |
| All | +523.5% | +691.2% | -167.7% | +401.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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