+421.1%
WMT vs PWR
+2,415.0%
-1,993.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -6.4% | -7.7% | +1.3% | -5.6% |
| 3M | -12.1% | -4.9% | -7.2% | -12.0% |
| 6M | -15.0% | +9.7% | -24.7% | -16.8% |
| YTD | -4.5% | +46.7% | -51.2% | -10.2% |
| 1Y | +6.2% | +58.7% | -52.5% | -1.6% |
| 3Y | +99.9% | +200.7% | -100.8% | +65.3% |
| 5Y | +131.4% | +438.6% | -307.1% | +72.3% |
| All | +421.1% | +2,415.0% | -1,993.9% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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