+813.3%
WMT vs EW
+6,974.1%
-6,160.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +3.9% | -0.3% | +4.3% | +4.0% |
| 30D | -4.4% | +1.0% | -5.4% | -4.5% |
| 3M | -8.8% | +2.8% | -11.6% | -9.1% |
| 6M | -15.6% | +5.5% | -21.1% | -16.4% |
| YTD | -3.2% | +5.5% | -8.7% | -4.1% |
| 1Y | +7.0% | +11.0% | -4.0% | +5.2% |
| 3Y | +105.3% | +17.7% | +87.6% | +96.9% |
| 5Y | +129.3% | -25.7% | +155.0% | +130.6% |
| 10Y | +423.9% | +132.8% | +291.1% | +343.7% |
| All | +813.3% | +6,974.1% | -6,160.8% | +424.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling