+129.7%
WMT vs PWR
+458.8%
-329.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.4% | -1.2% |
| 7D | +0.1% | +4.5% | -4.4% | -0.2% |
| 30D | -5.0% | -4.9% | -0.1% | -4.6% |
| 3M | -11.3% | -7.9% | -3.4% | -10.8% |
| 6M | -13.8% | +18.3% | -32.1% | -15.7% |
| YTD | -4.2% | +51.5% | -55.7% | -8.6% |
| 1Y | +4.6% | +70.3% | -65.8% | -1.7% |
| 3Y | +100.5% | +210.6% | -110.1% | +73.6% |
| 5Y | +129.7% | +456.7% | -327.0% | +85.7% |
| All | +129.7% | +458.8% | -329.2% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling