+421.1%
WMT vs ROP
+135.7%
+285.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -2.5% | -8.0% | +5.5% | -0.2% |
| 30D | -6.4% | -2.7% | -3.7% | -5.8% |
| 3M | -12.1% | +16.6% | -28.7% | -16.2% |
| 6M | -15.0% | +10.4% | -25.3% | -17.8% |
| YTD | -4.5% | -12.1% | +7.6% | -1.5% |
| 1Y | +6.2% | -23.6% | +29.8% | +14.4% |
| 3Y | +99.9% | -19.3% | +119.2% | +110.6% |
| 5Y | +131.4% | -15.4% | +146.8% | +137.6% |
| All | +421.1% | +135.7% | +285.4% | +305.7% |
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