+130.8%
WMT vs DAR
-8.0%
+138.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -0.2% | -0.2% | -0.1% | -0.2% |
| 30D | -5.8% | +7.4% | -13.3% | -6.3% |
| 3M | -10.8% | +15.7% | -26.4% | -11.7% |
| 6M | -14.3% | +30.0% | -44.4% | -15.9% |
| YTD | -4.4% | +87.5% | -91.9% | -8.3% |
| 1Y | +4.3% | +113.4% | -109.0% | -0.9% |
| 3Y | +100.1% | +15.3% | +84.8% | +95.5% |
| 5Y | +130.8% | -4.3% | +135.2% | +128.6% |
| All | +130.8% | -8.0% | +138.8% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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