+423.6%
WMT vs SFM
+117.5%
+306.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | 0.0% |
| 7D | +0.1% | -5.8% | +5.9% | +1.0% |
| 30D | -5.0% | -11.4% | +6.4% | -3.3% |
| 3M | -11.3% | -12.2% | +0.9% | -9.8% |
| 6M | -13.8% | -5.2% | -8.6% | -13.7% |
| YTD | -4.2% | -4.5% | +0.3% | -4.4% |
| 1Y | +4.6% | -45.4% | +49.9% | +12.8% |
| 3Y | +100.5% | +91.1% | +9.4% | +78.6% |
| 5Y | +129.7% | +226.8% | -97.1% | +84.5% |
| 10Y | +423.4% | +291.9% | +131.5% | +294.8% |
| All | +423.6% | +117.5% | +306.1% | +311.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling