+3,852.8%
WMT vs SM
+1,434.4%
+2,418.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.6% |
| 6M | -2.3% | +6.3% | -8.7% | -2.9% |
| YTD | +15.7% | +78.8% | -63.1% | +12.4% |
| 1Y | +26.0% | +83.1% | -57.2% | +22.2% |
| 3Y | +136.5% | -5.9% | +142.4% | +133.5% |
| 5Y | +176.8% | +4.8% | +172.0% | +169.1% |
| 10Y | +537.5% | +17.5% | +520.0% | +469.7% |
| All | +3,852.8% | +1,434.4% | +2,418.4% | +2,635.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling