+133.0%
WMT vs SO
+50.9%
+82.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | -1.2% | -0.9% | -0.3% | -0.9% |
| 30D | +12.4% | +4.9% | +7.4% | +10.8% |
| 3M | +9.0% | +0.8% | +8.3% | +8.8% |
| 6M | -3.0% | +0.6% | -3.5% | -3.1% |
| YTD | +14.0% | +8.7% | +5.3% | +11.9% |
| 1Y | +23.0% | +4.0% | +19.1% | +22.0% |
| All | +133.0% | +50.9% | +82.1% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 3y: compounded portfolio wealth divided by compounded SO 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…
3y analysis · Full analysis span regression · 6 months rolling