+428.1%
WMT vs EL
+26.1%
+401.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.3% |
| 7D | 0.0% | -6.5% | +6.5% | +0.8% |
| 30D | -7.4% | +11.1% | -18.6% | -8.8% |
| 3M | -10.9% | +10.7% | -21.6% | -12.2% |
| 6M | -12.7% | +6.9% | -19.5% | -14.0% |
| YTD | -3.2% | -6.3% | +3.1% | -3.5% |
| 1Y | +5.3% | +13.5% | -8.2% | +1.9% |
| 3Y | +101.9% | -33.1% | +134.9% | +104.2% |
| 5Y | +134.6% | -68.8% | +203.3% | +169.8% |
| All | +428.1% | +26.1% | +401.9% | +368.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling