+10,793.7%
WMT vs SO
+6,354.3%
+4,439.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.1% |
| 7D | +2.0% | +1.4% | +0.7% | +1.6% |
| 30D | +10.3% | +4.7% | +5.6% | +8.5% |
| 3M | +11.0% | +1.7% | +9.3% | +10.3% |
| 6M | -2.3% | +2.2% | -4.5% | -3.1% |
| YTD | +15.7% | +10.0% | +5.7% | +11.8% |
| 1Y | +26.0% | +6.0% | +19.9% | +23.2% |
| 3Y | +136.5% | +54.1% | +82.4% | +101.8% |
| 5Y | +176.8% | +79.6% | +97.2% | +122.3% |
| 10Y | +537.5% | +195.5% | +342.0% | +315.9% |
| All | +10,793.7% | +6,354.3% | +4,439.4% | +1,620.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling