+526.6%
WMT vs PR
+66.7%
+459.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | -1.6% | -12.4% | +10.8% | -1.6% |
| 30D | +12.9% | -6.6% | +19.4% | +12.8% |
| 3M | +12.6% | +7.5% | +5.1% | +12.6% |
| 6M | -3.4% | +10.8% | -14.2% | -3.4% |
| YTD | +13.5% | +57.0% | -43.5% | +13.6% |
| 1Y | +23.5% | +67.9% | -44.4% | +23.6% |
| 3Y | +137.3% | +87.6% | +49.8% | +137.6% |
| 5Y | +167.9% | +220.4% | -52.5% | +170.2% |
| 10Y | +526.6% | +64.8% | +461.8% | +670.4% |
| All | +526.6% | +66.7% | +459.9% | +670.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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