+135.9%
WMT vs SGOV
+20.2%
+115.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | 0.0% | 0.0% | 0.0% | -0.2% |
| 30D | -7.4% | +0.3% | -7.7% | -8.6% |
| 3M | -10.9% | +0.9% | -11.8% | -14.1% |
| 6M | -12.7% | +1.8% | -14.5% | -18.6% |
| YTD | -3.2% | +2.5% | -5.8% | -11.9% |
| 1Y | +5.3% | +3.8% | +1.5% | -7.3% |
| 3Y | +101.9% | +14.4% | +87.5% | +60.8% |
| All | +135.9% | +20.2% | +115.7% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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