+421.1%
WMT vs EW
+126.7%
+294.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -2.5% | -3.4% | +0.9% | -2.0% |
| 30D | -6.4% | -7.4% | +0.9% | -5.4% |
| 3M | -12.1% | +0.9% | -13.0% | -12.2% |
| 6M | -15.0% | +1.2% | -16.1% | -15.2% |
| YTD | -4.5% | +1.8% | -6.3% | -5.0% |
| 1Y | +6.2% | +10.8% | -4.7% | +4.2% |
| 3Y | +99.9% | +17.1% | +82.7% | +90.8% |
| 5Y | +131.4% | -28.2% | +159.7% | +134.3% |
| All | +421.1% | +126.7% | +294.3% | +344.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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