+131.7%
WMT vs EW
-29.7%
+161.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -0.2% | -5.1% | +4.9% | +0.4% |
| 30D | -5.8% | -6.4% | +0.5% | -5.1% |
| 3M | -10.8% | -1.6% | -9.2% | -10.6% |
| 6M | -14.3% | +2.3% | -16.6% | -14.7% |
| YTD | -4.4% | +1.1% | -5.5% | -4.7% |
| 1Y | +4.3% | +8.0% | -3.7% | +3.0% |
| 3Y | +100.1% | +16.3% | +83.7% | +91.6% |
| All | +131.7% | -29.7% | +161.4% | +132.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling