+130.8%
WMT vs ROP
-16.4%
+147.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | -0.2% | -6.1% | +5.9% | +1.4% |
| 30D | -5.8% | -3.4% | -2.5% | -5.1% |
| 3M | -10.8% | +16.7% | -27.5% | -14.6% |
| 6M | -14.3% | +8.1% | -22.4% | -16.4% |
| YTD | -4.4% | -11.7% | +7.3% | -0.6% |
| 1Y | +4.3% | -24.2% | +28.6% | +14.4% |
| 3Y | +100.1% | -19.0% | +119.0% | +113.3% |
| 5Y | +130.8% | -15.9% | +146.7% | +135.6% |
| All | +130.8% | -16.4% | +147.3% | +135.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling