+26.0%
WMT vs EW
+25.9%
0.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | +2.0% | +4.9% | -2.9% | +1.7% |
| 30D | +10.3% | +23.9% | -13.7% | +8.4% |
| 3M | +11.0% | +15.8% | -4.8% | +9.4% |
| 6M | -2.3% | +31.7% | -34.0% | -3.5% |
| YTD | +15.7% | +25.7% | -10.0% | +14.0% |
| 1Y | +26.0% | +24.4% | +1.5% | +24.1% |
| All | +26.0% | +25.9% | 0.0% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling