+534.7%
WMT vs SW
+179.5%
+355.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.5% |
| 7D | -1.2% | -3.0% | +1.8% | -1.1% |
| 30D | +12.4% | +4.2% | +8.2% | +12.2% |
| 3M | +9.0% | -11.5% | +20.6% | +9.6% |
| 6M | -3.0% | +8.6% | -11.6% | -3.5% |
| YTD | +14.0% | +15.0% | -1.0% | +12.9% |
| 1Y | +23.0% | +25.7% | -2.6% | +21.4% |
| 3Y | +135.1% | +44.8% | +90.3% | +129.7% |
| 5Y | +172.7% | -1.7% | +174.5% | +167.0% |
| All | +534.7% | +179.5% | +355.1% | +504.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling