+885.3%
WMT vs EFA
+382.5%
+502.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.3% |
| 7D | -2.5% | -2.4% | -0.1% | -1.5% |
| 30D | -6.4% | -2.2% | -4.2% | -5.6% |
| 3M | -12.1% | +5.7% | -17.8% | -14.2% |
| 6M | -15.0% | +8.2% | -23.1% | -18.0% |
| YTD | -4.5% | +11.8% | -16.3% | -9.3% |
| 1Y | +6.2% | +18.3% | -12.1% | -1.6% |
| 3Y | +99.9% | +64.9% | +35.0% | +60.2% |
| 5Y | +131.4% | +52.4% | +79.1% | +89.7% |
| 10Y | +433.2% | +142.4% | +290.8% | +253.2% |
| All | +885.3% | +382.5% | +502.8% | +294.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling