+322.7%
WMT vs SE
+589.8%
-267.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +3.9% | -6.1% | +10.0% | +4.3% |
| 30D | -4.4% | -2.5% | -1.9% | -4.4% |
| 3M | -8.8% | +21.7% | -30.5% | -10.0% |
| 6M | -15.6% | +27.0% | -42.6% | -17.1% |
| YTD | -3.2% | -12.1% | +8.9% | -3.1% |
| 1Y | +7.0% | -40.9% | +48.0% | +9.7% |
| 3Y | +105.3% | +191.0% | -85.7% | +88.5% |
| 5Y | +129.3% | -68.3% | +197.5% | +132.2% |
| All | +322.7% | +589.8% | -267.1% | +247.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling