+133.0%
WMT vs SE
+63.8%
+69.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | -1.2% | -1.5% | +0.3% | -1.1% |
| 30D | +12.4% | -22.3% | +34.7% | +13.6% |
| 3M | +9.0% | -41.8% | +50.9% | +11.5% |
| 6M | -3.0% | -22.4% | +19.4% | -2.1% |
| YTD | +14.0% | -41.6% | +55.6% | +16.7% |
| 1Y | +23.0% | -48.0% | +71.0% | +27.1% |
| All | +133.0% | +63.8% | +69.2% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling