+135.7%
WMT vs D
+79.5%
+56.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | +1.6% | +3.0% | -1.3% | +0.9% |
| 30D | +16.1% | +11.5% | +4.6% | +13.1% |
| 3M | +12.3% | +3.7% | +8.5% | +11.2% |
| 6M | -3.1% | +13.5% | -16.6% | -6.0% |
| YTD | +13.4% | +20.7% | -7.3% | +8.5% |
| 1Y | +24.5% | +18.2% | +6.3% | +19.6% |
| 3Y | +135.7% | +73.3% | +62.4% | +114.4% |
| All | +135.7% | +79.5% | +56.2% | +114.4% |
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