+135.9%
WMT vs EFX
-36.2%
+172.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.3% |
| 7D | 0.0% | -4.5% | +4.6% | +0.6% |
| 30D | -7.4% | -6.1% | -1.3% | -6.8% |
| 3M | -10.9% | +6.2% | -17.1% | -11.6% |
| 6M | -12.7% | -11.2% | -1.5% | -11.8% |
| YTD | -3.2% | -21.4% | +18.2% | -1.0% |
| 1Y | +5.3% | -34.3% | +39.6% | +10.5% |
| 3Y | +101.9% | -12.5% | +114.4% | +100.1% |
| All | +135.9% | -36.2% | +172.1% | +133.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling