+433.7%
WMT vs ES
+83.1%
+350.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -5.8% | -1.0% | -4.8% | -5.6% |
| 3M | -10.8% | +1.5% | -12.2% | -11.2% |
| 6M | -14.3% | -3.5% | -10.9% | -13.7% |
| YTD | -4.4% | +7.0% | -11.4% | -6.5% |
| 1Y | +4.3% | +15.3% | -11.0% | -0.7% |
| 3Y | +100.1% | +30.2% | +69.9% | +80.1% |
| 5Y | +130.8% | -4.3% | +135.1% | +128.7% |
| 10Y | +433.7% | +87.5% | +346.2% | +333.6% |
| All | +433.7% | +83.1% | +350.6% | +333.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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