+178.4%
WMT vs SM
+5.5%
+173.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +2.0% | +9.4% | -7.3% | +1.7% |
| 30D | +10.3% | -14.4% | +24.6% | +10.8% |
| 3M | +11.0% | +1.6% | +9.4% | +10.4% |
| 6M | -2.3% | +6.3% | -8.7% | -3.2% |
| YTD | +15.7% | +78.8% | -63.1% | +10.8% |
| 1Y | +26.0% | +83.1% | -57.2% | +20.3% |
| 3Y | +136.5% | -5.9% | +142.4% | +130.9% |
| All | +178.4% | +5.5% | +173.0% | +169.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling