+10,587.0%
WMT vs D
+2,436.6%
+8,150.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -1.6% | +0.8% | -2.4% | -1.8% |
| 30D | +12.9% | +10.7% | +2.1% | +9.2% |
| 3M | +12.6% | +2.3% | +10.3% | +11.8% |
| 6M | -3.4% | +12.5% | -15.9% | -7.3% |
| YTD | +13.5% | +20.1% | -6.6% | +6.5% |
| 1Y | +23.5% | +15.6% | +8.0% | +17.3% |
| 3Y | +137.3% | +75.2% | +62.2% | +93.6% |
| 5Y | +167.9% | +14.6% | +153.3% | +149.1% |
| 10Y | +526.6% | +43.8% | +482.8% | +421.9% |
| All | +10,587.0% | +2,436.6% | +8,150.4% | +2,025.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling