+9,012.0%
WMT vs DD
+961.9%
+8,050.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.3% |
| 7D | +3.9% | -3.5% | +7.4% | +4.7% |
| 30D | -4.4% | -10.3% | +5.9% | -2.1% |
| 3M | -8.8% | -7.5% | -1.2% | -7.5% |
| 6M | -15.6% | -8.0% | -7.6% | -14.6% |
| YTD | -3.2% | +10.5% | -13.7% | -6.2% |
| 1Y | +7.0% | +38.3% | -31.2% | -1.7% |
| 3Y | +105.3% | +42.5% | +62.8% | +83.8% |
| 5Y | +129.3% | +60.2% | +69.1% | +96.2% |
| 10Y | +423.9% | +68.9% | +355.1% | +317.5% |
| All | +9,012.0% | +961.9% | +8,050.1% | +3,066.5% |
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