+1,268.2%
WMT vs SBAC
+2,222.3%
-954.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.4% |
| 7D | +2.0% | +0.6% | +1.4% | +2.0% |
| 30D | +10.3% | +5.5% | +4.8% | +9.9% |
| 3M | +11.0% | +3.1% | +7.9% | +10.7% |
| 6M | -2.3% | -7.0% | +4.7% | -2.0% |
| YTD | +15.7% | +0.5% | +15.2% | +15.3% |
| 1Y | +26.0% | +0.2% | +25.7% | +25.6% |
| 3Y | +136.5% | -7.4% | +143.9% | +136.1% |
| 5Y | +176.8% | -39.7% | +216.6% | +182.9% |
| 10Y | +537.5% | +112.5% | +425.0% | +504.2% |
| All | +1,268.2% | +2,222.3% | -954.1% | +1,040.6% |
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