+4,600.3%
WMT vs ROP
+30,173.0%
-25,572.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +2.0% | +0.7% | +1.3% | +1.9% |
| 30D | +10.3% | +28.8% | -18.5% | +5.7% |
| 3M | +11.0% | +21.1% | -10.1% | +7.4% |
| 6M | -2.3% | +52.5% | -54.9% | -9.2% |
| YTD | +15.7% | +8.9% | +6.8% | +13.3% |
| 1Y | +26.0% | +8.2% | +17.7% | +23.4% |
| 3Y | +136.5% | -5.2% | +141.7% | +136.4% |
| 5Y | +176.8% | +1.7% | +175.1% | +172.4% |
| 10Y | +537.5% | +185.4% | +352.2% | +430.2% |
| All | +4,600.3% | +30,173.0% | -25,572.7% | +2,219.9% |
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