+147.5%
WMT vs PL
+81.7%
+65.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.0% |
| 7D | +0.1% | -7.5% | +7.7% | +0.3% |
| 30D | -5.0% | -25.6% | +20.6% | -4.4% |
| 3M | -11.3% | -45.6% | +34.3% | -10.3% |
| 6M | -13.8% | -29.5% | +15.8% | -13.9% |
| YTD | -4.2% | -9.7% | +5.5% | -5.2% |
| 1Y | +4.6% | +84.4% | -79.8% | +0.9% |
| 3Y | +100.5% | +550.0% | -449.5% | +83.4% |
| 5Y | +129.7% | +79.0% | +50.7% | +114.7% |
| All | +147.5% | +81.7% | +65.7% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling