+9,012.0%
WMT vs EMR
+4,039.8%
+4,972.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.7% |
| 7D | +3.9% | -1.5% | +5.4% | +4.3% |
| 30D | -4.4% | -5.6% | +1.2% | -2.9% |
| 3M | -8.8% | +7.9% | -16.7% | -11.1% |
| 6M | -15.6% | +6.0% | -21.7% | -17.8% |
| YTD | -3.2% | +16.4% | -19.7% | -8.6% |
| 1Y | +7.0% | +16.6% | -9.6% | +0.7% |
| 3Y | +105.3% | +62.9% | +42.4% | +71.5% |
| 5Y | +129.3% | +60.1% | +69.2% | +89.6% |
| 10Y | +423.9% | +268.7% | +155.2% | +212.7% |
| All | +9,012.0% | +4,039.8% | +4,972.1% | +1,267.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling