+405.3%
WMT vs SE
+363.8%
+41.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.4% |
| 7D | +2.0% | -0.5% | +2.5% | +2.1% |
| 30D | +10.3% | -20.9% | +31.2% | +11.6% |
| 3M | +11.0% | -38.9% | +49.8% | +13.9% |
| 6M | -2.3% | -19.4% | +17.1% | -1.5% |
| YTD | +15.7% | -40.9% | +56.6% | +18.4% |
| 1Y | +26.0% | -46.2% | +72.2% | +29.5% |
| 3Y | +136.5% | +63.7% | +72.8% | +124.4% |
| 5Y | +176.8% | -77.9% | +254.8% | +185.9% |
| All | +405.3% | +363.8% | +41.6% | +324.1% |
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