+438.9%
WMT vs ESI
+224.6%
+214.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.4% |
| 7D | +3.9% | +3.3% | +0.6% | +3.7% |
| 30D | -4.4% | -5.9% | +1.5% | -4.0% |
| 3M | -8.8% | -14.1% | +5.3% | -8.0% |
| 6M | -15.6% | +6.6% | -22.2% | -16.7% |
| YTD | -3.2% | +45.0% | -48.2% | -7.0% |
| 1Y | +7.0% | +41.5% | -34.4% | +2.9% |
| 3Y | +105.3% | +78.8% | +26.5% | +92.0% |
| 5Y | +129.3% | +70.9% | +58.4% | +113.4% |
| 10Y | +423.9% | +317.1% | +106.8% | +351.2% |
| All | +438.9% | +224.6% | +214.2% | +393.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling