+428.1%
WMT vs ET
+177.0%
+251.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.4% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | -7.4% | +2.9% | -10.3% | -7.7% |
| 3M | -10.9% | +16.8% | -27.7% | -12.2% |
| 6M | -12.7% | +18.9% | -31.6% | -14.1% |
| YTD | -3.2% | +37.7% | -40.9% | -6.1% |
| 1Y | +5.3% | +32.4% | -27.2% | +2.4% |
| 3Y | +101.9% | +99.5% | +2.4% | +89.2% |
| 5Y | +134.6% | +244.0% | -109.4% | +110.1% |
| All | +428.1% | +177.0% | +251.1% | +374.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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