+101.9%
WMT vs SYY
+29.1%
+72.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | 0.0% | +3.9% | -3.9% | -0.8% |
| 30D | -7.4% | -1.7% | -5.7% | -7.1% |
| 3M | -10.9% | +5.2% | -16.0% | -11.8% |
| 6M | -12.7% | -0.2% | -12.5% | -13.0% |
| YTD | -3.2% | +15.4% | -18.6% | -6.8% |
| 1Y | +5.3% | +5.6% | -0.3% | +3.6% |
| 3Y | +101.9% | +28.9% | +73.0% | +88.0% |
| All | +101.9% | +29.1% | +72.7% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 3y: compounded portfolio wealth divided by compounded SYY 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…
3y analysis · Full analysis span regression · 6 months rolling