+495.8%
WMT vs P
+485.4%
+10.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.2% |
| 7D | +3.9% | +6.5% | -2.6% | +3.6% |
| 30D | -4.4% | +18.8% | -23.2% | -5.3% |
| 3M | -8.8% | +26.7% | -35.5% | -10.0% |
| 6M | -15.6% | +62.2% | -77.8% | -18.2% |
| YTD | -3.2% | +48.5% | -51.7% | -5.9% |
| 1Y | +7.0% | +26.4% | -19.3% | +4.3% |
| 3Y | +105.3% | +159.4% | -54.1% | +86.4% |
| 5Y | +129.3% | +275.8% | -146.5% | +100.2% |
| 10Y | +423.9% | +732.0% | -308.1% | +325.0% |
| All | +495.8% | +485.4% | +10.5% | +382.0% |
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 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