+27.4%
WMT vs EL
+25.6%
+1.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.3% | -2.9% | +3.1% |
| 7D | +8.8% | +2.5% | +6.3% | +8.6% |
| 30D | +22.9% | +20.1% | +2.9% | +21.8% |
| 3M | +16.1% | +29.3% | -13.2% | +14.9% |
| 6M | -0.5% | +38.8% | -39.2% | -1.5% |
| YTD | +16.7% | +8.1% | +8.6% | +16.9% |
| 1Y | +27.4% | +22.3% | +5.0% | +28.1% |
| All | +27.4% | +25.6% | +1.7% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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