+834.5%
WMT vs PM
+752.6%
+81.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.6% |
| 7D | +3.9% | -4.9% | +8.8% | +5.5% |
| 30D | -4.4% | -3.4% | -1.0% | -3.5% |
| 3M | -8.8% | +5.2% | -14.0% | -10.4% |
| 6M | -15.6% | +3.7% | -19.4% | -17.1% |
| YTD | -3.2% | +15.8% | -19.0% | -8.1% |
| 1Y | +7.0% | +17.4% | -10.3% | +0.9% |
| 3Y | +105.3% | +116.9% | -11.6% | +57.0% |
| 5Y | +129.3% | +117.3% | +11.9% | +73.2% |
| 10Y | +423.9% | +193.8% | +230.2% | +242.1% |
| All | +834.5% | +752.6% | +81.9% | +287.8% |
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 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