+130.8%
WMT vs SFM
+217.9%
-87.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.4% |
| 7D | -0.2% | -7.2% | +6.9% | +0.8% |
| 30D | -5.8% | -14.3% | +8.5% | -3.7% |
| 3M | -10.8% | -13.7% | +3.0% | -9.1% |
| 6M | -14.3% | -6.0% | -8.3% | -14.1% |
| YTD | -4.4% | -8.2% | +3.8% | -4.0% |
| 1Y | +4.3% | -46.2% | +50.6% | +13.0% |
| 3Y | +100.1% | +83.6% | +16.5% | +86.1% |
| 5Y | +130.8% | +212.7% | -81.9% | +98.6% |
| All | +130.8% | +217.9% | -87.0% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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