+99.2%
WMT vs PSX
+132.2%
-33.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -2.5% | +1.5% | -4.0% | -2.6% |
| 30D | -6.4% | +15.8% | -22.3% | -7.5% |
| 3M | -12.1% | +43.0% | -55.1% | -14.7% |
| 6M | -15.0% | +61.1% | -76.0% | -18.3% |
| YTD | -4.5% | +104.5% | -109.0% | -10.3% |
| 1Y | +6.2% | +102.5% | -96.3% | -0.3% |
| All | +99.2% | +132.2% | -33.0% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling