+108.2%
WMT vs SN
+490.7%
-382.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.1% |
| 7D | +3.9% | -9.3% | +13.3% | +4.8% |
| 30D | -4.4% | -4.8% | +0.4% | -4.1% |
| 3M | -8.8% | +40.4% | -49.2% | -11.7% |
| 6M | -15.6% | +50.9% | -66.6% | -19.1% |
| YTD | -3.2% | +54.9% | -58.2% | -7.6% |
| 1Y | +7.0% | +43.0% | -36.0% | +2.9% |
| 3Y | +105.3% | +391.8% | -286.5% | +85.1% |
| All | +108.2% | +490.7% | -382.5% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling