+130.8%
WMT vs SAP
+55.3%
+75.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -0.2% | -0.3% | 0.0% | -0.2% |
| 30D | -5.8% | +0.3% | -6.1% | -5.9% |
| 3M | -10.8% | +16.9% | -27.7% | -12.8% |
| 6M | -14.3% | +6.3% | -20.7% | -15.4% |
| YTD | -4.4% | -12.4% | +8.0% | -3.1% |
| 1Y | +4.3% | -21.6% | +26.0% | +7.7% |
| 3Y | +100.1% | +54.8% | +45.3% | +86.0% |
| 5Y | +130.8% | +56.2% | +74.7% | +104.4% |
| All | +130.8% | +55.3% | +75.6% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling