+172.7%
WMT vs PH
+209.1%
-36.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | -1.2% | +7.4% | -8.6% | -2.4% |
| 30D | +12.4% | +0.5% | +11.9% | +12.1% |
| 3M | +9.0% | -10.2% | +19.3% | +10.9% |
| 6M | -3.0% | +8.9% | -11.9% | -4.9% |
| YTD | +14.0% | +9.7% | +4.3% | +11.3% |
| 1Y | +23.0% | +12.8% | +10.2% | +19.4% |
| 3Y | +135.1% | +134.6% | +0.5% | +95.3% |
| 5Y | +172.7% | +204.5% | -31.8% | +106.0% |
| All | +172.7% | +209.1% | -36.3% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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