+428.1%
WMT vs EME
+1,362.1%
-934.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | +0.8% |
| 7D | 0.0% | +3.5% | -3.5% | -0.5% |
| 30D | -7.4% | -6.3% | -1.1% | -6.7% |
| 3M | -10.9% | -3.8% | -7.1% | -10.8% |
| 6M | -12.7% | +8.5% | -21.2% | -14.4% |
| YTD | -3.2% | +27.8% | -31.0% | -7.5% |
| 1Y | +5.3% | +22.2% | -17.0% | +0.5% |
| 3Y | +101.9% | +253.5% | -151.6% | +57.4% |
| 5Y | +134.6% | +578.6% | -444.1% | +60.3% |
| All | +428.1% | +1,362.1% | -934.1% | +202.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling