+6.2%
WMT vs SE
-43.9%
+50.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.2% |
| 7D | -2.5% | -4.8% | +2.3% | -2.9% |
| 30D | -6.4% | -18.1% | +11.7% | -8.0% |
| 3M | -12.1% | +30.6% | -42.7% | -9.1% |
| 6M | -15.0% | +20.8% | -35.7% | -13.0% |
| YTD | -4.5% | -15.6% | +11.1% | -7.0% |
| 1Y | +6.2% | -44.2% | +50.4% | -0.7% |
| All | +6.2% | -43.9% | +50.1% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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