+4,702.5%
WMT vs PAAS
+923.4%
+3,779.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | -2.7% | -5.2% | +2.5% | -2.6% |
| 30D | +11.1% | -13.9% | +25.1% | +11.3% |
| 3M | +11.2% | -23.8% | +35.0% | +11.5% |
| 6M | -1.3% | -36.4% | +35.1% | -0.8% |
| YTD | +13.5% | -23.4% | +36.9% | +13.6% |
| 1Y | +22.5% | +5.6% | +16.9% | +22.1% |
| 3Y | +134.1% | +209.7% | -75.6% | +129.2% |
| 5Y | +170.3% | +55.6% | +114.7% | +166.0% |
| 10Y | +525.5% | +212.2% | +313.3% | +511.6% |
| All | +4,702.5% | +923.4% | +3,779.0% | +4,871.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling