+831.3%
WMT vs EWT
+590.1%
+241.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +0.1% | +1.6% | -1.5% | -0.2% |
| 30D | -5.0% | +8.2% | -13.2% | -6.7% |
| 3M | -11.3% | +11.1% | -22.4% | -13.9% |
| 6M | -13.8% | +60.4% | -74.2% | -23.7% |
| YTD | -4.2% | +75.6% | -79.8% | -17.2% |
| 1Y | +4.6% | +91.3% | -86.8% | -11.7% |
| 3Y | +100.5% | +200.3% | -99.8% | +49.9% |
| 5Y | +129.7% | +156.4% | -26.7% | +77.0% |
| 10Y | +423.4% | +495.8% | -72.4% | +224.4% |
| All | +831.3% | +590.1% | +241.2% | +302.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling