+99.2%
WMT vs EFX
-12.7%
+111.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.5% | -11.1% | +8.7% | -1.4% |
| 30D | -6.4% | -7.4% | +1.0% | -5.8% |
| 3M | -12.1% | +1.5% | -13.6% | -12.3% |
| 6M | -15.0% | -13.7% | -1.3% | -14.1% |
| YTD | -4.5% | -21.9% | +17.4% | -2.6% |
| 1Y | +6.2% | -30.8% | +37.0% | +10.2% |
| All | +99.2% | -12.7% | +111.9% | +104.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling