+198.8%
WMT vs TE
-49.8%
+248.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | -0.2% |
| 7D | -0.2% | +15.0% | -15.2% | -0.3% |
| 30D | -5.8% | -7.5% | +1.7% | -5.8% |
| 3M | -10.8% | -42.0% | +31.2% | -10.6% |
| 6M | -14.3% | -31.4% | +17.1% | -14.5% |
| YTD | -4.4% | -26.5% | +22.1% | -4.7% |
| 1Y | +4.3% | +153.1% | -148.8% | +2.7% |
| 3Y | +100.1% | -20.7% | +120.7% | +98.8% |
| 5Y | +130.8% | -45.4% | +176.3% | +129.1% |
| All | +198.8% | -49.8% | +248.5% | +233.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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