+24.5%
WMT vs PR
+80.1%
-55.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.6% |
| 7D | +1.6% | -16.4% | +18.0% | +0.7% |
| 30D | +16.1% | -1.9% | +17.9% | +15.5% |
| 3M | +12.3% | +8.0% | +4.3% | +11.6% |
| 6M | -3.1% | +4.1% | -7.2% | -4.3% |
| YTD | +13.4% | +58.7% | -45.3% | +11.9% |
| 1Y | +24.5% | +75.8% | -51.3% | +24.4% |
| All | +24.5% | +80.1% | -55.6% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling