+135.9%
WMT vs EME
+575.5%
-439.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | +1.0% |
| 7D | 0.0% | +3.5% | -3.5% | -0.3% |
| 30D | -7.4% | -6.3% | -1.1% | -7.0% |
| 3M | -10.9% | -3.8% | -7.1% | -10.7% |
| 6M | -12.7% | +8.5% | -21.2% | -13.8% |
| YTD | -3.2% | +27.8% | -31.0% | -6.2% |
| 1Y | +5.3% | +22.2% | -17.0% | +1.9% |
| 3Y | +101.9% | +253.5% | -151.6% | +63.9% |
| All | +135.9% | +575.5% | -439.6% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling