+135.9%
WMT vs EWT
+149.5%
-13.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.2% |
| 7D | 0.0% | -1.1% | +1.1% | +0.1% |
| 30D | -7.4% | +4.5% | -11.9% | -7.8% |
| 3M | -10.9% | +8.3% | -19.1% | -11.7% |
| 6M | -12.7% | +54.2% | -66.9% | -18.3% |
| YTD | -3.2% | +74.6% | -77.8% | -11.4% |
| 1Y | +5.3% | +84.9% | -79.6% | -4.8% |
| 3Y | +101.9% | +197.5% | -95.7% | +62.1% |
| All | +135.9% | +149.5% | -13.6% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling