+149.0%
WMT vs SN
+671.3%
-522.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +1.3% |
| 7D | +2.0% | +1.5% | +0.5% | +1.9% |
| 30D | +10.3% | +21.5% | -11.2% | +8.4% |
| 3M | +11.0% | +20.0% | -9.1% | +9.0% |
| 6M | -2.3% | +119.9% | -122.3% | -9.4% |
| YTD | +15.7% | +102.3% | -86.6% | +7.9% |
| 1Y | +26.0% | +148.0% | -122.0% | +15.1% |
| 3Y | +136.5% | +450.0% | -313.5% | +108.4% |
| All | +149.0% | +671.3% | -522.3% | +119.4% |
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