+130.8%
WMT vs ESI
+74.4%
+56.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -0.2% | +3.9% | -4.2% | -0.6% |
| 30D | -5.8% | -3.8% | -2.1% | -5.6% |
| 3M | -10.8% | -13.1% | +2.4% | -10.0% |
| 6M | -14.3% | +11.3% | -25.7% | -16.5% |
| YTD | -4.4% | +44.1% | -48.5% | -10.1% |
| 1Y | +4.3% | +40.3% | -36.0% | -1.8% |
| 3Y | +100.1% | +84.1% | +16.0% | +77.7% |
| 5Y | +130.8% | +75.8% | +55.0% | +102.2% |
| All | +130.8% | +74.4% | +56.4% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling