+952.2%
WMT vs ET
+1,451.4%
-499.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.5% | +1.4% | -3.8% | -2.6% |
| 30D | -6.4% | +4.6% | -11.0% | -6.8% |
| 3M | -12.1% | +16.0% | -28.1% | -13.2% |
| 6M | -15.0% | +22.8% | -37.8% | -16.4% |
| YTD | -4.5% | +38.9% | -43.3% | -7.0% |
| 1Y | +6.2% | +34.1% | -27.9% | +3.6% |
| 3Y | +99.9% | +98.8% | +1.1% | +88.9% |
| 5Y | +131.4% | +246.8% | -115.4% | +109.2% |
| 10Y | +433.2% | +174.4% | +258.8% | +378.2% |
| All | +952.2% | +1,451.4% | -499.2% | +538.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling