+8,900.5%
WMT vs EFX
+6,078.9%
+2,821.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | +0.2% |
| 7D | -0.2% | -9.4% | +9.1% | +1.8% |
| 30D | -5.8% | -6.9% | +1.0% | -4.5% |
| 3M | -10.8% | +0.1% | -10.9% | -11.2% |
| 6M | -14.3% | -17.3% | +3.0% | -11.6% |
| YTD | -4.4% | -21.8% | +17.4% | -0.8% |
| 1Y | +4.3% | -32.5% | +36.9% | +11.6% |
| 3Y | +100.1% | -12.3% | +112.4% | +97.1% |
| 5Y | +130.8% | -36.6% | +167.4% | +139.3% |
| 10Y | +433.7% | +41.0% | +392.7% | +337.6% |
| All | +8,900.5% | +6,078.9% | +2,821.7% | +2,885.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling