+135.7%
WMT vs PR
+64.2%
+71.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.8% |
| 7D | +1.6% | -16.4% | +18.0% | +2.5% |
| 30D | +16.1% | -1.9% | +17.9% | +15.9% |
| 3M | +12.3% | +8.0% | +4.3% | +11.2% |
| 6M | -3.1% | +4.1% | -7.2% | -3.9% |
| YTD | +13.4% | +58.7% | -45.3% | +8.1% |
| 1Y | +24.5% | +75.8% | -51.3% | +17.5% |
| 3Y | +135.7% | +73.2% | +62.5% | +115.0% |
| All | +135.7% | +64.2% | +71.4% | +115.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling