+525.5%
WMT vs ES
+92.3%
+433.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | +11.1% | +6.7% | +4.4% | +9.1% |
| 3M | +11.2% | +0.3% | +10.9% | +11.0% |
| 6M | -1.3% | +7.4% | -8.7% | -3.4% |
| YTD | +13.5% | +8.4% | +5.1% | +10.6% |
| 1Y | +22.5% | +0.6% | +21.9% | +21.4% |
| 3Y | +134.1% | +50.6% | +83.5% | +101.2% |
| 5Y | +170.3% | +4.8% | +165.4% | +159.8% |
| 10Y | +525.5% | +93.1% | +432.4% | +395.6% |
| All | +525.5% | +92.3% | +433.2% | +395.6% |
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