+168.5%
WMT vs PL
+20.8%
+147.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.4% | -12.1% | -1.9% |
| 7D | +1.6% | -6.8% | +8.5% | +1.7% |
| 30D | +16.1% | -29.3% | +45.3% | +16.7% |
| 3M | +12.3% | -44.8% | +57.0% | +13.4% |
| 6M | -3.1% | -68.4% | +65.3% | -1.3% |
| YTD | +13.4% | -36.4% | +49.7% | +12.8% |
| 1Y | +24.5% | +0.7% | +23.8% | +21.8% |
| 3Y | +135.7% | +455.3% | -319.6% | +115.6% |
| All | +168.5% | +20.8% | +147.8% | +140.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling