+129.7%
WMT vs PAAS
+117.9%
+11.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -1.0% |
| 7D | +0.1% | +2.0% | -1.9% | +0.1% |
| 30D | -5.0% | -0.1% | -4.9% | -5.0% |
| 3M | -11.3% | +8.2% | -19.5% | -11.7% |
| 6M | -13.8% | -13.8% | 0.0% | -13.5% |
| YTD | -4.2% | -0.6% | -3.6% | -4.9% |
| 1Y | +4.6% | +44.0% | -39.4% | +1.4% |
| 3Y | +100.5% | +246.6% | -146.1% | +81.9% |
| 5Y | +129.7% | +116.1% | +13.6% | +110.8% |
| All | +129.7% | +117.9% | +11.7% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 5y: compounded portfolio wealth divided by compounded PAAS 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…
5y analysis · Full analysis span regression · 6 months rolling