+421.1%
WMT vs ED
+109.0%
+312.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -2.5% | -1.9% | -0.6% | -1.9% |
| 30D | -6.4% | +0.1% | -6.5% | -6.5% |
| 3M | -12.1% | 0.0% | -12.1% | -12.1% |
| 6M | -15.0% | -2.5% | -12.4% | -14.3% |
| YTD | -4.5% | +10.1% | -14.6% | -7.4% |
| 1Y | +6.2% | +13.6% | -7.4% | +1.9% |
| 3Y | +99.9% | +32.4% | +67.4% | +80.1% |
| 5Y | +131.4% | +69.9% | +61.6% | +90.4% |
| All | +421.1% | +109.0% | +312.0% | +301.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling