+135.9%
WMT vs EFV
+95.9%
+40.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.0% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | -7.4% | +0.6% | -8.1% | -7.6% |
| 3M | -10.9% | +7.5% | -18.4% | -12.9% |
| 6M | -12.7% | +13.0% | -25.7% | -16.2% |
| YTD | -3.2% | +18.3% | -21.5% | -8.6% |
| 1Y | +5.3% | +26.7% | -21.5% | -2.9% |
| 3Y | +101.9% | +89.6% | +12.3% | +62.9% |
| All | +135.9% | +95.9% | +40.0% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling