+9,012.0%
WMT vs D
+2,347.4%
+6,664.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | +3.9% | +0.4% | +3.5% | +3.8% |
| 30D | -4.4% | -3.6% | -0.8% | -3.2% |
| 3M | -8.8% | -1.0% | -7.8% | -8.5% |
| 6M | -15.6% | +6.3% | -21.9% | -17.5% |
| YTD | -3.2% | +14.7% | -17.9% | -7.8% |
| 1Y | +7.0% | +16.9% | -9.9% | +1.3% |
| 3Y | +105.3% | +56.8% | +48.5% | +73.1% |
| 5Y | +129.3% | +5.2% | +124.1% | +119.1% |
| 10Y | +423.9% | +35.9% | +388.1% | +344.3% |
| All | +9,012.0% | +2,347.4% | +6,664.6% | +1,733.5% |
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