+133.0%
WMT vs ESI
+80.4%
+52.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.5% |
| 7D | -1.2% | +8.3% | -9.5% | -1.5% |
| 30D | +12.4% | -10.4% | +22.8% | +12.8% |
| 3M | +9.0% | -13.2% | +22.2% | +9.5% |
| 6M | -3.0% | -23.9% | +20.9% | -2.0% |
| YTD | +14.0% | +34.2% | -20.2% | +7.7% |
| 1Y | +23.0% | +22.2% | +0.8% | +17.7% |
| All | +133.0% | +80.4% | +52.6% | +109.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling