+1,026.7%
WMT vs SGI
+1,798.9%
-772.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +2.0% | -5.3% | +7.4% | +2.5% |
| 30D | +10.3% | -2.1% | +12.3% | +10.4% |
| 3M | +11.0% | -8.2% | +19.1% | +11.6% |
| 6M | -2.3% | -4.6% | +2.2% | -2.3% |
| YTD | +15.7% | -31.5% | +47.2% | +18.5% |
| 1Y | +26.0% | -30.8% | +56.8% | +28.9% |
| 3Y | +136.5% | +67.2% | +69.3% | +124.9% |
| 5Y | +176.8% | +42.5% | +134.3% | +162.6% |
| 10Y | +537.5% | +321.9% | +215.7% | +434.4% |
| All | +1,026.7% | +1,798.9% | -772.2% | +602.9% |
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