+171.6%
WMT vs PM
+158.9%
+12.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -2.7% | -7.1% | +4.4% | -0.9% |
| 30D | +11.1% | -2.8% | +13.9% | +11.9% |
| 3M | +11.2% | +6.3% | +4.9% | +9.4% |
| 6M | -1.3% | +9.6% | -10.9% | -3.7% |
| YTD | +13.5% | +25.6% | -12.1% | +6.9% |
| 1Y | +22.5% | +29.7% | -7.1% | +14.4% |
| 3Y | +134.1% | +147.6% | -13.4% | +81.9% |
| All | +171.6% | +158.9% | +12.8% | +103.7% |
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