+428.1%
WMT vs ESI
+312.8%
+115.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | 0.0% | -4.6% | +4.6% | +0.5% |
| 30D | -7.4% | -10.5% | +3.1% | -6.5% |
| 3M | -10.9% | -19.8% | +8.9% | -9.2% |
| 6M | -12.7% | +5.8% | -18.5% | -14.2% |
| YTD | -3.2% | +38.3% | -41.5% | -8.1% |
| 1Y | +5.3% | +31.5% | -26.3% | +0.3% |
| 3Y | +101.9% | +80.7% | +21.2% | +82.8% |
| 5Y | +134.6% | +69.4% | +65.1% | +111.4% |
| All | +428.1% | +312.8% | +115.3% | +313.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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