+7.0%
WMT vs EFV
+30.7%
-23.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.2% |
| 7D | +3.9% | +1.5% | +2.4% | +3.7% |
| 30D | -4.4% | +1.7% | -6.1% | -4.7% |
| 3M | -8.8% | +8.6% | -17.4% | -10.2% |
| 6M | -15.6% | +11.7% | -27.3% | -18.0% |
| YTD | -3.2% | +19.3% | -22.5% | -6.9% |
| 1Y | +7.0% | +30.2% | -23.2% | +1.3% |
| All | +7.0% | +30.7% | -23.6% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling