+129.7%
WMT vs ES
-2.9%
+132.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +0.1% | +1.4% | -1.3% | -0.2% |
| 30D | -5.0% | -1.2% | -3.8% | -4.8% |
| 3M | -11.3% | +5.0% | -16.3% | -12.1% |
| 6M | -13.8% | -2.8% | -11.0% | -13.4% |
| YTD | -4.2% | +8.6% | -12.8% | -5.9% |
| 1Y | +4.6% | +18.9% | -14.4% | +0.4% |
| 3Y | +100.5% | +32.1% | +68.3% | +85.8% |
| 5Y | +129.7% | -5.1% | +134.7% | +133.1% |
| All | +129.7% | -2.9% | +132.5% | +133.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling