+421.1%
WMT vs SAP
+175.6%
+245.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | -2.5% | -5.1% | +2.6% | -1.6% |
| 30D | -6.4% | -1.8% | -4.6% | -6.2% |
| 3M | -12.1% | +20.9% | -33.0% | -15.3% |
| 6M | -15.0% | +7.0% | -22.0% | -16.6% |
| YTD | -4.5% | -13.7% | +9.2% | -2.9% |
| 1Y | +6.2% | -19.6% | +25.8% | +9.4% |
| 3Y | +99.9% | +52.4% | +47.5% | +79.0% |
| 5Y | +131.4% | +54.4% | +77.0% | +103.5% |
| All | +421.1% | +175.6% | +245.4% | +282.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling