+10,793.7%
WMT vs EIX
+1,175.7%
+9,618.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +2.0% | +1.4% | +0.7% | +1.8% |
| 30D | +10.3% | +8.5% | +1.7% | +8.7% |
| 3M | +11.0% | -13.5% | +24.4% | +12.7% |
| 6M | -2.3% | -12.4% | +10.0% | -1.2% |
| YTD | +15.7% | +5.9% | +9.8% | +12.9% |
| 1Y | +26.0% | +7.6% | +18.4% | +22.6% |
| 3Y | +136.5% | +12.8% | +123.7% | +125.2% |
| 5Y | +176.8% | +19.2% | +157.6% | +159.3% |
| 10Y | +537.5% | +34.9% | +502.7% | +464.3% |
| All | +10,793.7% | +1,175.7% | +9,618.0% | +4,306.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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