+3,946.5%
WMT vs SAP
+2,233.8%
+1,712.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +3.9% | -2.9% | +6.8% | +4.4% |
| 30D | -4.4% | +9.0% | -13.4% | -5.9% |
| 3M | -8.8% | +14.9% | -23.7% | -11.2% |
| 6M | -15.6% | +11.9% | -27.5% | -17.9% |
| YTD | -3.2% | -9.9% | +6.7% | -2.7% |
| 1Y | +7.0% | -19.5% | +26.6% | +9.5% |
| 3Y | +105.3% | +61.8% | +43.5% | +84.8% |
| 5Y | +129.3% | +56.2% | +73.1% | +105.1% |
| 10Y | +423.9% | +180.6% | +243.3% | +314.0% |
| All | +3,946.5% | +2,233.8% | +1,712.7% | +1,931.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling