+99.4%
WMT vs EL
-32.9%
+132.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.1% |
| 7D | -0.2% | -2.4% | +2.1% | -0.1% |
| 30D | -5.8% | +13.7% | -19.5% | -6.5% |
| 3M | -10.8% | +14.5% | -25.3% | -11.4% |
| 6M | -14.3% | +7.4% | -21.7% | -14.8% |
| YTD | -4.4% | -4.7% | +0.3% | -4.5% |
| 1Y | +4.3% | +12.9% | -8.6% | +3.1% |
| All | +99.4% | -32.9% | +132.2% | +91.5% |
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