+428.1%
WMT vs PSX
+386.4%
+41.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.3% |
| 7D | 0.0% | +1.7% | -1.7% | -0.2% |
| 30D | -7.4% | +15.6% | -23.1% | -8.7% |
| 3M | -10.9% | +46.5% | -57.3% | -14.2% |
| 6M | -12.7% | +55.0% | -67.7% | -16.5% |
| YTD | -3.2% | +105.3% | -108.5% | -10.2% |
| 1Y | +5.3% | +101.6% | -96.3% | -2.2% |
| 3Y | +101.9% | +134.1% | -32.3% | +82.4% |
| 5Y | +134.6% | +368.7% | -234.1% | +94.8% |
| All | +428.1% | +386.4% | +41.6% | +319.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling