+877.5%
WMT vs EFV
+253.2%
+624.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | -5.8% | 0.0% | -5.8% | -5.8% |
| 3M | -10.8% | +8.4% | -19.2% | -13.4% |
| 6M | -14.3% | +12.3% | -26.7% | -18.0% |
| YTD | -4.4% | +17.4% | -21.8% | -10.0% |
| 1Y | +4.3% | +27.1% | -22.8% | -4.6% |
| 3Y | +100.1% | +90.7% | +9.4% | +57.5% |
| 5Y | +130.8% | +95.6% | +35.2% | +78.5% |
| 10Y | +433.7% | +165.3% | +268.4% | +263.1% |
| All | +877.5% | +253.2% | +624.3% | +479.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling