+598.8%
WMT vs P
+504.9%
+93.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | -0.1% |
| 7D | -1.6% | -9.6% | +8.0% | -1.3% |
| 30D | +12.9% | -33.4% | +46.3% | +14.4% |
| 3M | +12.6% | +14.2% | -1.6% | +11.3% |
| 6M | -3.4% | +31.6% | -35.0% | -5.6% |
| YTD | +13.5% | +53.5% | -40.0% | +9.6% |
| 1Y | +23.5% | +14.2% | +9.3% | +20.8% |
| 3Y | +137.3% | +190.5% | -53.2% | +113.0% |
| 5Y | +167.9% | +256.3% | -88.4% | +134.0% |
| 10Y | +526.6% | +707.9% | -181.3% | +406.7% |
| All | +598.8% | +504.9% | +93.9% | +461.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling