+423.4%
WMT vs PR
+101.2%
+322.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.3% | -1.0% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | -5.0% | +17.4% | -22.3% | -4.9% |
| 3M | -11.3% | +21.8% | -33.0% | -11.3% |
| 6M | -13.8% | +27.6% | -41.4% | -13.8% |
| YTD | -4.2% | +71.4% | -75.6% | -4.1% |
| 1Y | +4.6% | +78.3% | -73.8% | +4.7% |
| 3Y | +100.5% | +85.5% | +15.0% | +100.7% |
| 5Y | +129.7% | +422.7% | -293.0% | +133.3% |
| 10Y | +423.4% | +87.1% | +336.3% | +534.8% |
| All | +423.4% | +101.2% | +322.2% | +534.8% |
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