+130.8%
WMT vs D
+5.1%
+125.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | -5.8% | -2.1% | -3.8% | -5.3% |
| 3M | -10.8% | -0.7% | -10.0% | -10.6% |
| 6M | -14.3% | +5.6% | -19.9% | -15.7% |
| YTD | -4.4% | +14.6% | -19.0% | -7.9% |
| 1Y | +4.3% | +15.3% | -11.0% | +0.3% |
| 3Y | +100.1% | +59.1% | +40.9% | +75.7% |
| 5Y | +130.8% | +3.9% | +126.9% | +136.4% |
| All | +130.8% | +5.1% | +125.7% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling