+99.8%
WMT vs EW
+17.2%
+82.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.7% |
| 7D | +0.1% | -4.4% | +4.6% | +0.6% |
| 30D | -5.0% | -3.3% | -1.6% | -4.6% |
| 3M | -11.3% | +1.0% | -12.3% | -11.3% |
| 6M | -13.8% | +6.2% | -20.0% | -14.4% |
| YTD | -4.2% | +1.7% | -5.9% | -4.5% |
| 1Y | +4.6% | +8.1% | -3.6% | +3.5% |
| All | +99.8% | +17.2% | +82.6% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling