+99.2%
WMT vs EWT
+193.0%
-93.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | 0.0% |
| 7D | -2.5% | -1.1% | -1.4% | -2.4% |
| 30D | -6.4% | +4.8% | -11.2% | -6.6% |
| 3M | -12.1% | +11.1% | -23.3% | -12.6% |
| 6M | -15.0% | +54.6% | -69.6% | -18.9% |
| YTD | -4.5% | +71.4% | -75.9% | -10.2% |
| 1Y | +6.2% | +82.1% | -75.9% | -1.1% |
| All | +99.2% | +193.0% | -93.9% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling