+875.5%
WMT vs EMB
+132.1%
+743.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | -4.4% | -0.3% | -4.1% | -4.3% |
| 3M | -8.8% | -0.4% | -8.4% | -8.7% |
| 6M | -15.6% | +0.1% | -15.8% | -15.7% |
| YTD | -3.2% | +1.6% | -4.8% | -3.6% |
| 1Y | +7.0% | +5.6% | +1.4% | +5.6% |
| 3Y | +105.3% | +29.8% | +75.5% | +93.0% |
| 5Y | +129.3% | +7.3% | +122.0% | +122.9% |
| 10Y | +423.9% | +30.4% | +393.5% | +392.6% |
| All | +875.5% | +132.1% | +743.4% | +759.8% |
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