+99.8%
WMT vs SE
+190.0%
-90.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.1% |
| 7D | +0.1% | +0.6% | -0.5% | +0.1% |
| 30D | -5.0% | -0.1% | -4.9% | -5.0% |
| 3M | -11.3% | +34.1% | -45.4% | -12.6% |
| 6M | -13.8% | +23.2% | -37.0% | -14.9% |
| YTD | -4.2% | -11.2% | +7.0% | -3.6% |
| 1Y | +4.6% | -40.5% | +45.1% | +9.1% |
| All | +99.8% | +190.0% | -90.2% | +78.2% |
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