+553.5%
WMT vs PR
+152.6%
+401.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.7% |
| 7D | +1.6% | -16.4% | +18.0% | +1.6% |
| 30D | +16.1% | -1.9% | +17.9% | +16.0% |
| 3M | +12.3% | +8.0% | +4.3% | +12.3% |
| 6M | -3.1% | +4.1% | -7.2% | -3.1% |
| YTD | +13.4% | +58.7% | -45.3% | +13.4% |
| 1Y | +24.5% | +75.8% | -51.3% | +24.6% |
| 3Y | +135.7% | +73.2% | +62.5% | +135.7% |
| 5Y | +166.8% | +230.1% | -63.3% | +169.0% |
| 10Y | +543.4% | +67.4% | +476.1% | +677.1% |
| All | +553.5% | +152.6% | +401.0% | +637.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling