+130.8%
WMT vs PM
+127.1%
+3.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -0.2% | -1.2% | +0.9% | 0.0% |
| 30D | -5.8% | -0.2% | -5.7% | -5.9% |
| 3M | -10.8% | +4.9% | -15.7% | -11.9% |
| 6M | -14.3% | +9.0% | -23.4% | -16.4% |
| YTD | -4.4% | +17.8% | -22.2% | -8.4% |
| 1Y | +4.3% | +16.8% | -12.5% | 0.0% |
| 3Y | +100.1% | +125.4% | -25.4% | +60.9% |
| 5Y | +130.8% | +128.7% | +2.1% | +81.6% |
| All | +130.8% | +127.1% | +3.7% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling