+433.7%
WMT vs P
+694.3%
-260.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | 0.0% |
| 7D | -0.2% | +5.0% | -5.3% | -0.5% |
| 30D | -5.8% | -0.9% | -4.9% | -5.9% |
| 3M | -10.8% | +38.7% | -49.4% | -12.4% |
| 6M | -14.3% | +54.4% | -68.7% | -16.8% |
| YTD | -4.4% | +44.8% | -49.2% | -7.0% |
| 1Y | +4.3% | +22.5% | -18.2% | +1.8% |
| 3Y | +100.1% | +148.2% | -48.2% | +81.4% |
| 5Y | +130.8% | +268.9% | -138.1% | +100.3% |
| 10Y | +433.7% | +696.9% | -263.2% | +329.9% |
| All | +433.7% | +694.3% | -260.6% | +329.9% |
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