+832.8%
WMT vs SGI
+2,073.9%
-1,241.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +0.1% | +9.3% | -9.2% | -0.6% |
| 30D | -5.0% | +6.9% | -11.8% | -5.5% |
| 3M | -11.3% | +2.8% | -14.1% | -11.6% |
| 6M | -13.8% | -12.6% | -1.2% | -13.2% |
| YTD | -4.2% | -21.5% | +17.3% | -2.8% |
| 1Y | +4.6% | -18.8% | +23.3% | +5.7% |
| 3Y | +100.5% | +60.8% | +39.6% | +91.0% |
| 5Y | +129.7% | +60.0% | +69.7% | +115.9% |
| 10Y | +423.4% | +267.8% | +155.6% | +342.9% |
| All | +832.8% | +2,073.9% | -1,241.1% | +476.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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