-15.0%
WMT vs ET
+21.4%
-36.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -2.5% | +1.4% | -3.8% | -2.8% |
| 30D | -6.4% | +4.6% | -11.0% | -7.6% |
| 3M | -12.1% | +16.0% | -28.1% | -16.2% |
| 6M | -15.0% | +22.8% | -37.8% | -15.3% |
| All | -15.0% | +21.4% | -36.3% | -15.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling