+854.9%
WMT vs SW
+743.1%
+111.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +3.4% |
| 7D | +8.8% | +12.1% | -3.3% | +8.5% |
| 30D | +22.9% | +6.6% | +16.4% | +22.8% |
| 3M | +16.1% | -6.0% | +22.1% | +16.2% |
| 6M | -0.5% | +21.5% | -21.9% | -1.0% |
| YTD | +16.7% | +20.3% | -3.6% | +16.1% |
| 1Y | +27.4% | +28.1% | -0.8% | +26.5% |
| 3Y | +142.9% | +51.6% | +91.3% | +140.1% |
| 5Y | +172.7% | -0.1% | +172.8% | +169.8% |
| 10Y | +562.2% | +189.7% | +372.4% | +547.6% |
| All | +854.9% | +743.1% | +111.8% | +833.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling