+178.4%
WMT vs PR
+273.3%
-94.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.4% |
| 7D | +2.0% | +6.0% | -3.9% | +1.8% |
| 30D | +10.3% | -4.2% | +14.5% | +10.4% |
| 3M | +11.0% | +10.0% | +1.0% | +10.2% |
| 6M | -2.3% | +15.6% | -17.9% | -3.4% |
| YTD | +15.7% | +68.2% | -52.5% | +11.8% |
| 1Y | +26.0% | +79.2% | -53.2% | +21.2% |
| 3Y | +136.5% | +94.9% | +41.6% | +124.0% |
| All | +178.4% | +273.3% | -94.8% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling