+1,032.8%
WMT vs SBAC
+2,199.0%
-1,166.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -5.0% | +3.2% | -8.2% | -5.2% |
| 3M | -11.3% | -5.1% | -6.2% | -11.0% |
| 6M | -13.8% | -2.1% | -11.7% | -13.9% |
| YTD | -4.2% | -0.5% | -3.7% | -4.4% |
| 1Y | +4.6% | +1.1% | +3.4% | +4.2% |
| 3Y | +100.5% | -7.4% | +107.9% | +100.2% |
| 5Y | +129.7% | -44.3% | +174.0% | +135.9% |
| 10Y | +423.4% | +77.6% | +345.9% | +400.9% |
| All | +1,032.8% | +2,199.0% | -1,166.2% | +845.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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