+198.9%
WMT vs PL
+40.9%
+158.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.2% | +1.5% |
| 7D | +2.0% | +10.0% | -8.0% | +1.9% |
| 30D | +10.3% | -2.3% | +12.5% | +10.3% |
| 3M | +11.0% | -44.2% | +55.2% | +12.0% |
| 6M | -2.3% | -66.1% | +63.8% | -0.6% |
| YTD | +15.7% | -30.0% | +45.7% | +14.9% |
| 1Y | +26.0% | +21.0% | +4.9% | +22.8% |
| 3Y | +136.5% | +516.5% | -380.0% | +116.3% |
| 5Y | +176.8% | +32.0% | +144.8% | +153.2% |
| All | +198.9% | +40.9% | +158.0% | +182.0% |
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