+168.5%
WMT vs SW
-2.6%
+171.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | +1.6% | +2.3% | -0.7% | +1.5% |
| 30D | +16.1% | +6.8% | +9.3% | +15.7% |
| 3M | +12.3% | -5.2% | +17.5% | +12.5% |
| 6M | -3.1% | +7.4% | -10.5% | -3.5% |
| YTD | +13.4% | +17.4% | -4.0% | +12.3% |
| 1Y | +24.5% | +27.1% | -2.6% | +22.9% |
| 3Y | +135.7% | +47.9% | +87.8% | +131.4% |
| All | +168.5% | -2.6% | +171.1% | +156.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling