+4,530.6%
WMT vs ROP
+30,039.9%
-25,509.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.2% | -2.7% | +1.5% | -0.8% |
| 30D | +12.4% | +29.7% | -17.3% | +7.6% |
| 3M | +9.0% | +21.2% | -12.2% | +5.5% |
| 6M | -3.0% | +48.3% | -51.2% | -9.4% |
| YTD | +14.0% | +8.4% | +5.6% | +11.7% |
| 1Y | +23.0% | +6.0% | +17.0% | +21.0% |
| 3Y | +135.1% | -5.6% | +140.7% | +135.1% |
| 5Y | +172.7% | +1.3% | +171.5% | +168.5% |
| 10Y | +528.1% | +184.1% | +344.0% | +422.7% |
| All | +4,530.6% | +30,039.9% | -25,509.3% | +2,187.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling