+102.9%
WMT vs D
+63.9%
+39.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +3.9% | +1.5% | +2.5% | +3.6% |
| 30D | -4.4% | -2.6% | -1.8% | -3.9% |
| 3M | -8.8% | 0.0% | -8.8% | -8.7% |
| 6M | -15.6% | +7.4% | -23.0% | -16.9% |
| YTD | -3.2% | +15.9% | -19.1% | -6.0% |
| 1Y | +7.0% | +18.1% | -11.1% | +3.6% |
| All | +102.9% | +63.9% | +39.1% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling