+106.1%
WMT vs SN
+496.6%
-390.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -5.0% | -5.6% | +0.6% | -4.6% |
| 3M | -11.3% | +48.1% | -59.4% | -14.5% |
| 6M | -13.8% | +57.6% | -71.4% | -17.7% |
| YTD | -4.2% | +56.5% | -60.7% | -8.6% |
| 1Y | +4.6% | +52.6% | -48.0% | -0.2% |
| 3Y | +100.5% | +412.0% | -311.5% | +80.6% |
| All | +106.1% | +496.6% | -390.5% | +85.9% |
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