+10,793.7%
WMT vs ECL
+14,456.0%
-3,662.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.0% |
| 7D | +2.0% | +2.9% | -0.8% | +1.2% |
| 30D | +10.3% | +7.5% | +2.8% | +7.9% |
| 3M | +11.0% | +12.2% | -1.3% | +7.1% |
| 6M | -2.3% | +24.6% | -26.9% | -8.9% |
| YTD | +15.7% | +18.8% | -3.1% | +9.3% |
| 1Y | +26.0% | +19.3% | +6.6% | +18.7% |
| 3Y | +136.5% | +78.2% | +58.3% | +95.4% |
| 5Y | +176.8% | +38.8% | +138.0% | +142.4% |
| 10Y | +537.5% | +197.8% | +339.7% | +318.7% |
| All | +10,793.7% | +14,456.0% | -3,662.3% | +2,051.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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