+150.0%
WMT vs PL
+84.9%
+65.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | +3.9% | -9.3% | +13.2% | +4.1% |
| 30D | -4.4% | -18.9% | +14.5% | -4.0% |
| 3M | -8.8% | -58.4% | +49.6% | -7.3% |
| 6M | -15.6% | -30.3% | +14.7% | -15.7% |
| YTD | -3.2% | -8.1% | +4.9% | -4.3% |
| 1Y | +7.0% | +180.5% | -173.4% | +1.8% |
| 3Y | +105.3% | +444.1% | -338.8% | +88.4% |
| 5Y | +129.3% | +83.0% | +46.2% | +114.9% |
| All | +150.0% | +84.9% | +65.1% | +135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling