+1,017.2%
WMT vs PM
+837.3%
+179.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.1% |
| 7D | +2.0% | +0.5% | +1.5% | +1.9% |
| 30D | +10.3% | -3.2% | +13.5% | +11.3% |
| 3M | +11.0% | +6.2% | +4.7% | +8.8% |
| 6M | -2.3% | +7.7% | -10.0% | -4.8% |
| YTD | +15.7% | +27.3% | -11.6% | +6.6% |
| 1Y | +26.0% | +32.8% | -6.8% | +14.5% |
| 3Y | +136.5% | +150.0% | -13.5% | +73.1% |
| 5Y | +176.8% | +164.2% | +12.6% | +96.8% |
| 10Y | +537.5% | +265.7% | +271.8% | +286.1% |
| All | +1,017.2% | +837.3% | +179.9% | +350.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling