+7.0%
WMT vs EWT
+99.0%
-91.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.0% | -1.0% |
| 7D | +3.9% | +4.0% | 0.0% | +4.3% |
| 30D | -4.4% | +10.3% | -14.7% | -3.4% |
| 3M | -8.8% | +6.1% | -14.9% | -7.8% |
| 6M | -15.6% | +56.6% | -72.3% | -14.5% |
| YTD | -3.2% | +76.6% | -79.8% | -0.5% |
| 1Y | +7.0% | +97.9% | -90.8% | +12.4% |
| All | +7.0% | +99.0% | -91.9% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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