+9,012.0%
WMT vs ES
+1,243.3%
+7,768.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +3.9% | +0.3% | +3.6% | +3.9% |
| 30D | -4.4% | -2.0% | -2.4% | -4.0% |
| 3M | -8.8% | +1.7% | -10.5% | -9.2% |
| 6M | -15.6% | -3.5% | -12.1% | -15.1% |
| YTD | -3.2% | +7.9% | -11.1% | -5.2% |
| 1Y | +7.0% | +17.2% | -10.1% | +2.3% |
| 3Y | +105.3% | +29.3% | +76.0% | +88.7% |
| 5Y | +129.3% | -5.7% | +135.0% | +126.4% |
| 10Y | +423.9% | +85.2% | +338.7% | +335.4% |
| All | +9,012.0% | +1,243.3% | +7,768.7% | +4,313.6% |
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 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