+544.2%
WMT vs ROP
+185.2%
+359.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +2.0% | +0.7% | +1.3% | +1.8% |
| 30D | +10.3% | +28.8% | -18.5% | +2.6% |
| 3M | +11.0% | +21.1% | -10.1% | +4.9% |
| 6M | -2.3% | +52.5% | -54.9% | -14.0% |
| YTD | +15.7% | +8.9% | +6.8% | +12.2% |
| 1Y | +26.0% | +8.2% | +17.7% | +22.4% |
| 3Y | +136.5% | -5.2% | +141.7% | +138.3% |
| 5Y | +176.8% | +1.7% | +175.1% | +169.8% |
| All | +544.2% | +185.2% | +359.0% | +381.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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