+130.8%
WMT vs ED
+66.4%
+64.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -0.2% | -0.2% | -0.1% | -0.2% |
| 30D | -5.8% | +1.9% | -7.8% | -6.4% |
| 3M | -10.8% | +1.9% | -12.6% | -11.2% |
| 6M | -14.3% | -2.3% | -12.1% | -13.8% |
| YTD | -4.4% | +10.9% | -15.3% | -7.0% |
| 1Y | +4.3% | +14.5% | -10.2% | +0.6% |
| 3Y | +100.1% | +33.4% | +66.7% | +82.3% |
| 5Y | +130.8% | +67.3% | +63.5% | +99.8% |
| All | +130.8% | +66.4% | +64.5% | +99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling