+27.4%
WMT vs SM
+70.4%
-43.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -15.3% | +18.8% | +2.7% |
| 7D | +8.8% | -21.5% | +30.2% | +7.7% |
| 30D | +22.9% | -11.4% | +34.3% | +22.1% |
| 3M | +16.1% | +0.6% | +15.5% | +15.4% |
| 6M | -0.5% | +0.2% | -0.7% | -1.1% |
| YTD | +16.7% | +69.7% | -53.0% | +15.1% |
| 1Y | +27.4% | +71.6% | -44.2% | +25.8% |
| All | +27.4% | +70.4% | -43.0% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling