-3.1%
WMT vs PL
-66.1%
+63.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.4% | -12.1% | -0.9% |
| 7D | +1.6% | -6.8% | +8.5% | +1.2% |
| 30D | +16.1% | -29.3% | +45.3% | +13.6% |
| 3M | +12.3% | -44.8% | +57.0% | +8.4% |
| 6M | -3.1% | -68.4% | +65.3% | -8.5% |
| All | -3.1% | -66.1% | +63.0% | -8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling