+9,012.0%
WMT vs PH
+25,185.5%
-16,173.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +3.9% | -3.1% | +7.0% | +4.7% |
| 30D | -4.4% | -3.2% | -1.2% | -3.7% |
| 3M | -8.8% | +10.6% | -19.4% | -11.2% |
| 6M | -15.6% | -2.1% | -13.5% | -15.7% |
| YTD | -3.2% | +10.2% | -13.4% | -6.1% |
| 1Y | +7.0% | +28.2% | -21.2% | -0.1% |
| 3Y | +105.3% | +134.9% | -29.6% | +62.5% |
| 5Y | +129.3% | +253.6% | -124.4% | +61.1% |
| 10Y | +423.9% | +804.7% | -380.8% | +170.5% |
| All | +9,012.0% | +25,185.5% | -16,173.6% | +1,262.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling