+8,900.5%
WMT vs ETR
+4,408.0%
+4,492.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | +0.1% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | -5.8% | +2.0% | -7.9% | -6.3% |
| 3M | -10.8% | -1.7% | -9.1% | -10.4% |
| 6M | -14.3% | +3.6% | -17.9% | -15.3% |
| YTD | -4.4% | +18.0% | -22.5% | -8.6% |
| 1Y | +4.3% | +26.2% | -21.9% | -2.1% |
| 3Y | +100.1% | +148.0% | -47.9% | +56.4% |
| 5Y | +130.8% | +126.1% | +4.8% | +83.3% |
| 10Y | +433.7% | +302.3% | +131.4% | +257.0% |
| All | +8,900.5% | +4,408.0% | +4,492.5% | +2,460.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling