+428.1%
WMT vs PM
+219.2%
+208.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.2% |
| 7D | 0.0% | +4.7% | -4.7% | -1.1% |
| 30D | -7.4% | +2.6% | -10.0% | -8.1% |
| 3M | -10.9% | +6.6% | -17.4% | -12.5% |
| 6M | -12.7% | +16.5% | -29.2% | -16.3% |
| YTD | -3.2% | +21.2% | -24.4% | -8.2% |
| 1Y | +5.3% | +17.9% | -12.7% | +0.3% |
| 3Y | +101.9% | +129.8% | -28.0% | +60.1% |
| 5Y | +134.6% | +133.0% | +1.5% | +83.7% |
| All | +428.1% | +219.2% | +208.8% | +270.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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