+135.9%
WMT vs EFA
+52.4%
+83.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.0% |
| 7D | 0.0% | -1.5% | +1.5% | +0.5% |
| 30D | -7.4% | -1.7% | -5.8% | -6.9% |
| 3M | -10.9% | +3.5% | -14.4% | -11.9% |
| 6M | -12.7% | +9.5% | -22.2% | -15.5% |
| YTD | -3.2% | +12.9% | -16.1% | -7.5% |
| 1Y | +5.3% | +18.2% | -12.9% | -1.0% |
| 3Y | +101.9% | +64.8% | +37.0% | +68.2% |
| All | +135.9% | +52.4% | +83.5% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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