+544.2%
WMT vs SAP
+237.3%
+307.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | +10.3% | +6.5% | +3.7% | +9.0% |
| 3M | +11.0% | +12.2% | -1.3% | +8.6% |
| 6M | -2.3% | +46.1% | -48.4% | -9.3% |
| YTD | +15.7% | -1.6% | +17.3% | +15.0% |
| 1Y | +26.0% | -5.1% | +31.1% | +26.0% |
| 3Y | +136.5% | +68.4% | +68.1% | +108.4% |
| 5Y | +176.8% | +79.4% | +97.4% | +137.0% |
| All | +544.2% | +237.3% | +307.0% | +357.4% |
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