-15.6%
WMT vs SM
+58.1%
-73.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.3% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | -4.4% | +26.3% | -30.7% | -4.1% |
| 3M | -8.8% | +8.7% | -17.5% | -9.6% |
| 6M | -15.6% | +51.7% | -67.3% | -11.9% |
| All | -15.6% | +58.1% | -73.8% | -11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling