+4,288.8%
WMT vs EL
+1,648.4%
+2,640.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.7% |
| 7D | +0.1% | +1.7% | -1.6% | -0.2% |
| 30D | -5.0% | +15.5% | -20.4% | -7.6% |
| 3M | -11.3% | +20.6% | -31.8% | -14.5% |
| 6M | -13.8% | +10.5% | -24.3% | -16.3% |
| YTD | -4.2% | -1.9% | -2.3% | -5.6% |
| 1Y | +4.6% | +16.1% | -11.5% | -0.5% |
| 3Y | +100.5% | -30.2% | +130.7% | +100.6% |
| 5Y | +129.7% | -67.4% | +197.1% | +162.0% |
| 10Y | +423.4% | +31.2% | +392.2% | +329.7% |
| All | +4,288.8% | +1,648.4% | +2,640.4% | +1,729.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling