+10,577.7%
WMT vs ES
+1,231.7%
+9,345.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +0.6% | +0.9% | -0.3% | +0.3% |
| 30D | +12.8% | +5.9% | +6.8% | +11.2% |
| 3M | +11.7% | -1.0% | +12.7% | +11.9% |
| 6M | -3.5% | +7.2% | -10.7% | -5.2% |
| YTD | +13.4% | +7.0% | +6.4% | +11.2% |
| 1Y | +23.6% | +0.5% | +23.2% | +22.7% |
| 3Y | +133.9% | +48.7% | +85.2% | +108.1% |
| 5Y | +170.1% | +1.9% | +168.2% | +161.8% |
| 10Y | +523.5% | +89.2% | +434.3% | +415.9% |
| All | +10,577.7% | +1,231.7% | +9,345.9% | +5,080.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling