+8,892.0%
WMT vs SU
+61,690.9%
-52,798.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.5% | +1.7% | -4.1% | -2.5% |
| 30D | -6.4% | +9.6% | -16.1% | -6.4% |
| 3M | -12.1% | +11.7% | -23.8% | -12.1% |
| 6M | -15.0% | +21.9% | -36.9% | -15.0% |
| YTD | -4.5% | +58.6% | -63.1% | -4.5% |
| 1Y | +6.2% | +66.5% | -60.3% | +6.2% |
| 3Y | +99.9% | +121.4% | -21.5% | +99.8% |
| 5Y | +131.4% | +355.7% | -224.3% | +131.4% |
| 10Y | +433.2% | +264.2% | +169.0% | +433.1% |
| All | +8,892.0% | +61,690.9% | -52,798.9% | +9,024.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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