+136.5%
WMT vs EL
+3.0%
+133.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.4% |
| 7D | +2.0% | +1.5% | +0.5% | +1.9% |
| 30D | +10.3% | +10.0% | +0.3% | +9.6% |
| 3M | +11.0% | +28.4% | -17.5% | +9.2% |
| 6M | -2.3% | +37.1% | -39.4% | -4.3% |
| YTD | +15.7% | +7.8% | +7.9% | +14.7% |
| 1Y | +26.0% | +26.0% | -0.1% | +23.4% |
| 3Y | +136.5% | +3.8% | +132.7% | +115.8% |
| All | +136.5% | +3.0% | +133.5% | +115.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling