+105.7%
WMT vs SN
+476.8%
-371.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.1% |
| 7D | -0.2% | -3.4% | +3.2% | 0.0% |
| 30D | -5.8% | -9.1% | +3.2% | -5.1% |
| 3M | -10.8% | +31.8% | -42.5% | -13.1% |
| 6M | -14.3% | +52.0% | -66.4% | -18.0% |
| YTD | -4.4% | +51.3% | -55.7% | -8.5% |
| 1Y | +4.3% | +46.9% | -42.5% | 0.0% |
| 3Y | +100.1% | +394.9% | -294.9% | +80.7% |
| All | +105.7% | +476.8% | -371.1% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling