+99.2%
WMT vs EMR
+58.0%
+41.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -2.5% | -1.2% | -1.3% | -2.4% |
| 30D | -6.4% | -9.4% | +3.0% | -5.5% |
| 3M | -12.1% | +8.6% | -20.7% | -12.9% |
| 6M | -15.0% | +6.7% | -21.7% | -15.8% |
| YTD | -4.5% | +13.1% | -17.6% | -6.6% |
| 1Y | +6.2% | +12.7% | -6.6% | +3.8% |
| All | +99.2% | +58.0% | +41.2% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling