+820.0%
WMT vs SNY
+241.9%
+578.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | 0.0% | -3.3% | +3.3% | +0.8% |
| 30D | -7.4% | -2.2% | -5.3% | -7.0% |
| 3M | -10.9% | -3.0% | -7.8% | -10.3% |
| 6M | -12.7% | +2.7% | -15.4% | -13.3% |
| YTD | -3.2% | -6.8% | +3.6% | -2.0% |
| 1Y | +5.3% | -5.3% | +10.5% | +5.9% |
| 3Y | +101.9% | -9.8% | +111.6% | +101.3% |
| 5Y | +134.6% | +9.7% | +124.9% | +119.7% |
| 10Y | +440.4% | +64.5% | +375.9% | +346.8% |
| All | +820.0% | +241.9% | +578.1% | +445.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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