+553.7%
WMT vs PR
+152.2%
+401.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +0.6% | -9.5% | +10.1% | +0.5% |
| 30D | +12.8% | -5.7% | +18.4% | +12.7% |
| 3M | +11.7% | +3.0% | +8.7% | +11.7% |
| 6M | -3.5% | +11.8% | -15.3% | -3.5% |
| YTD | +13.4% | +58.5% | -45.1% | +13.5% |
| 1Y | +23.6% | +69.9% | -46.3% | +23.7% |
| 3Y | +133.9% | +84.9% | +49.0% | +134.0% |
| 5Y | +170.1% | +246.4% | -76.3% | +172.5% |
| 10Y | +523.5% | +70.3% | +453.2% | +652.3% |
| All | +553.7% | +152.2% | +401.5% | +637.6% |
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