+5.3%
WMT vs SMR
-75.4%
+80.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -15.7% | +17.0% | +0.7% |
| 7D | 0.0% | -11.2% | +11.2% | -0.3% |
| 30D | -7.4% | -10.2% | +2.8% | -7.6% |
| 3M | -10.9% | -10.0% | -0.8% | -10.7% |
| 6M | -12.7% | -30.5% | +17.8% | -13.1% |
| YTD | -3.2% | -39.2% | +36.0% | -3.7% |
| 1Y | +5.3% | -75.5% | +80.8% | +4.7% |
| All | +5.3% | -75.4% | +80.7% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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