+421.1%
WMT vs EMR
+274.4%
+146.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | -2.5% | -1.2% | -1.3% | -2.3% |
| 30D | -6.4% | -9.4% | +3.0% | -5.0% |
| 3M | -12.1% | +8.6% | -20.7% | -13.4% |
| 6M | -15.0% | +6.7% | -21.7% | -16.2% |
| YTD | -4.5% | +13.1% | -17.6% | -7.1% |
| 1Y | +6.2% | +12.7% | -6.6% | +3.1% |
| 3Y | +99.9% | +58.1% | +41.8% | +80.6% |
| 5Y | +131.4% | +63.6% | +67.8% | +105.8% |
| All | +421.1% | +274.4% | +146.7% | +303.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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