+10,793.7%
WMT vs DD
+1,141.0%
+9,652.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +2.0% | +5.0% | -2.9% | +0.9% |
| 30D | +10.3% | +19.7% | -9.4% | +5.8% |
| 3M | +11.0% | +7.2% | +3.8% | +8.9% |
| 6M | -2.3% | +1.0% | -3.4% | -3.2% |
| YTD | +15.7% | +29.1% | -13.4% | +8.1% |
| 1Y | +26.0% | +28.5% | -2.5% | +17.7% |
| 3Y | +136.5% | +89.4% | +47.1% | +98.5% |
| 5Y | +176.8% | +67.1% | +109.7% | +134.9% |
| 10Y | +537.5% | +97.5% | +440.0% | +389.6% |
| All | +10,793.7% | +1,141.0% | +9,652.7% | +3,548.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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