+4.3%
WMT vs D
+17.3%
-12.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.3% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | -5.8% | -2.1% | -3.8% | -5.2% |
| 3M | -10.8% | -0.7% | -10.0% | -10.4% |
| 6M | -14.3% | +5.6% | -19.9% | -15.6% |
| YTD | -4.4% | +14.6% | -19.0% | -8.5% |
| 1Y | +4.3% | +15.3% | -11.0% | +0.7% |
| All | +4.3% | +17.3% | -12.9% | +0.7% |
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