+168.5%
WMT vs ES
+1.4%
+167.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.1% |
| 7D | +1.6% | +1.9% | -0.3% | +1.2% |
| 30D | +16.1% | +7.1% | +9.0% | +14.5% |
| 3M | +12.3% | -1.9% | +14.2% | +12.6% |
| 6M | -3.1% | +4.4% | -7.4% | -4.0% |
| YTD | +13.4% | +7.3% | +6.1% | +11.6% |
| 1Y | +24.5% | +2.1% | +22.4% | +23.4% |
| 3Y | +135.7% | +41.8% | +93.8% | +113.3% |
| All | +168.5% | +1.4% | +167.1% | +169.4% |
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