+27.4%
WMT vs DE
+49.6%
-22.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.8% | +3.3% |
| 7D | +8.8% | +5.6% | +3.2% | +8.4% |
| 30D | +22.9% | -0.8% | +23.8% | +22.9% |
| 3M | +16.1% | +9.8% | +6.2% | +16.0% |
| 6M | -0.5% | +17.5% | -18.0% | -1.8% |
| YTD | +16.7% | +46.5% | -29.8% | +11.6% |
| 1Y | +27.4% | +46.1% | -18.7% | +22.2% |
| All | +27.4% | +49.6% | -22.3% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling