+7.0%
WMT vs D
+15.7%
-8.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | +3.9% | +0.4% | +3.5% | +3.8% |
| 30D | -4.4% | -3.6% | -0.8% | -3.3% |
| 3M | -8.8% | -1.0% | -7.8% | -8.3% |
| 6M | -15.6% | +6.3% | -21.9% | -17.0% |
| YTD | -3.2% | +14.7% | -17.9% | -7.2% |
| 1Y | +7.0% | +16.9% | -9.9% | +3.5% |
| All | +7.0% | +15.7% | -8.6% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling