+7.0%
WMT vs EFX
-25.2%
+32.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.2% | -1.0% |
| 7D | +3.9% | -8.6% | +12.6% | +4.1% |
| 30D | -4.4% | +0.1% | -4.5% | -4.4% |
| 3M | -8.8% | +3.8% | -12.6% | -8.8% |
| 6M | -15.6% | -13.5% | -2.1% | -16.4% |
| YTD | -3.2% | -17.7% | +14.4% | -3.1% |
| 1Y | +7.0% | -25.6% | +32.6% | +9.3% |
| All | +7.0% | -25.2% | +32.3% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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