+1,066.2%
WMT vs EMB
+126.0%
+940.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +2.0% | -0.9% | +3.0% | +2.3% |
| 30D | +10.3% | +0.4% | +9.9% | +10.2% |
| 3M | +11.0% | -3.1% | +14.1% | +11.8% |
| 6M | -2.3% | -2.1% | -0.3% | -1.8% |
| YTD | +15.7% | -1.1% | +16.8% | +16.0% |
| 1Y | +26.0% | -0.1% | +26.0% | +26.0% |
| 3Y | +136.5% | +29.6% | +106.9% | +122.6% |
| 5Y | +176.8% | +7.2% | +169.7% | +169.6% |
| 10Y | +537.5% | +35.5% | +502.1% | +497.9% |
| All | +1,066.2% | +126.0% | +940.2% | +934.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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