+133.9%
WMT vs PWR
+241.6%
-107.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +0.6% | -11.2% | +11.8% | +0.8% |
| 30D | +12.8% | -17.4% | +30.1% | +13.4% |
| 3M | +11.7% | -11.7% | +23.5% | +11.9% |
| 6M | -3.5% | -21.7% | +18.2% | -2.5% |
| YTD | +13.4% | +38.3% | -24.9% | +9.4% |
| 1Y | +23.6% | +29.6% | -6.0% | +19.6% |
| 3Y | +133.9% | +236.1% | -102.3% | +110.4% |
| All | +133.9% | +241.6% | -107.7% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling