+692.0%
WMT vs SW
+755.0%
-63.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -1.2% |
| 7D | +3.9% | -5.1% | +9.0% | +4.0% |
| 30D | -4.4% | -4.6% | +0.2% | -4.3% |
| 3M | -8.8% | +9.4% | -18.2% | -9.0% |
| 6M | -15.6% | +3.5% | -19.1% | -15.8% |
| YTD | -3.2% | +22.0% | -25.3% | -3.8% |
| 1Y | +7.0% | +2.2% | +4.8% | +6.8% |
| 3Y | +105.3% | +19.6% | +85.7% | +103.7% |
| 5Y | +129.3% | -2.3% | +131.6% | +126.9% |
| 10Y | +423.9% | +181.4% | +242.6% | +412.4% |
| All | +692.0% | +755.0% | -63.0% | +674.1% |
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