+131.4%
WMT vs ETR
+123.0%
+8.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | -2.5% | -1.9% | -0.6% | -2.0% |
| 30D | -6.4% | -0.2% | -6.2% | -6.4% |
| 3M | -12.1% | -3.7% | -8.4% | -11.3% |
| 6M | -15.0% | +2.1% | -17.0% | -15.6% |
| YTD | -4.5% | +16.5% | -21.0% | -8.6% |
| 1Y | +6.2% | +22.5% | -16.3% | +0.1% |
| 3Y | +99.9% | +144.7% | -44.8% | +55.3% |
| 5Y | +131.4% | +125.2% | +6.2% | +82.4% |
| All | +131.4% | +123.0% | +8.4% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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