+145.3%
WMT vs SN
+650.0%
-504.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.7% |
| 7D | -1.2% | +1.4% | -2.6% | -1.3% |
| 30D | +12.4% | +16.6% | -4.2% | +10.9% |
| 3M | +9.0% | +18.3% | -9.2% | +7.3% |
| 6M | -3.0% | +103.1% | -106.0% | -9.3% |
| YTD | +14.0% | +96.7% | -82.7% | +6.6% |
| 1Y | +23.0% | +134.3% | -111.3% | +13.0% |
| 3Y | +135.1% | +425.2% | -290.1% | +107.7% |
| All | +145.3% | +650.0% | -504.7% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling