+26.0%
WMT vs P
+23.6%
+2.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.4% |
| 7D | +2.0% | +11.6% | -9.6% | +3.0% |
| 30D | +10.3% | -23.7% | +33.9% | +8.3% |
| 3M | +11.0% | -8.0% | +18.9% | +10.5% |
| 6M | -2.3% | +27.9% | -30.2% | +0.8% |
| YTD | +15.7% | +61.2% | -45.5% | +20.6% |
| 1Y | +26.0% | +28.6% | -2.7% | +29.8% |
| All | +26.0% | +23.6% | +2.3% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling