+135.9%
WMT vs EEM
+45.2%
+90.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | +0.1% | +1.2% |
| 7D | 0.0% | -1.3% | +1.3% | +0.1% |
| 30D | -7.4% | +2.1% | -9.5% | -7.7% |
| 3M | -10.9% | +1.0% | -11.9% | -11.1% |
| 6M | -12.7% | +15.9% | -28.6% | -15.4% |
| YTD | -3.2% | +24.6% | -27.9% | -7.7% |
| 1Y | +5.3% | +32.3% | -27.0% | -0.9% |
| 3Y | +101.9% | +85.9% | +15.9% | +75.6% |
| All | +135.9% | +45.2% | +90.7% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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