+3,994.4%
WMT vs PAAS
+1,235.6%
+2,758.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.2% |
| 7D | +3.9% | -2.9% | +6.8% | +4.0% |
| 30D | -4.4% | +6.8% | -11.2% | -4.5% |
| 3M | -8.8% | -2.9% | -5.9% | -8.8% |
| 6M | -15.6% | -16.4% | +0.8% | -15.5% |
| YTD | -3.2% | 0.0% | -3.2% | -3.4% |
| 1Y | +7.0% | +54.3% | -47.3% | +6.1% |
| 3Y | +105.3% | +230.7% | -125.4% | +100.9% |
| 5Y | +129.3% | +111.6% | +17.6% | +124.9% |
| 10Y | +423.9% | +211.7% | +212.2% | +411.3% |
| All | +3,994.4% | +1,235.6% | +2,758.7% | +4,125.8% |
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 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