+3,831.5%
WMT vs ROP
+25,523.2%
-21,691.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.6% |
| 7D | +3.9% | -4.4% | +8.4% | +4.7% |
| 30D | -4.4% | +3.2% | -7.6% | -5.0% |
| 3M | -8.8% | +23.1% | -31.8% | -12.0% |
| 6M | -15.6% | +13.3% | -28.9% | -17.7% |
| YTD | -3.2% | -7.9% | +4.6% | -2.5% |
| 1Y | +7.0% | -22.1% | +29.1% | +10.8% |
| 3Y | +105.3% | -16.8% | +122.1% | +109.8% |
| 5Y | +129.3% | -13.5% | +142.8% | +131.8% |
| 10Y | +423.9% | +137.7% | +286.2% | +349.1% |
| All | +3,831.5% | +25,523.2% | -21,691.7% | +1,896.0% |
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