+525.5%
WMT vs D
+47.5%
+478.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -2.7% | -2.4% | -0.3% | -2.0% |
| 30D | +11.1% | +9.0% | +2.2% | +8.3% |
| 3M | +11.2% | +1.0% | +10.3% | +10.9% |
| 6M | -1.3% | +11.0% | -12.3% | -4.6% |
| YTD | +13.5% | +19.8% | -6.3% | +7.1% |
| 1Y | +22.5% | +16.0% | +6.6% | +16.6% |
| 3Y | +134.1% | +74.4% | +59.8% | +93.4% |
| 5Y | +170.3% | +13.5% | +156.7% | +156.3% |
| 10Y | +525.5% | +48.4% | +477.1% | +428.5% |
| All | +525.5% | +47.5% | +478.0% | +428.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling