+135.9%
WMT vs DE
+97.2%
+38.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | 0.0% | -2.6% | +2.6% | +0.4% |
| 30D | -7.4% | +9.0% | -16.4% | -8.6% |
| 3M | -10.9% | +19.1% | -30.0% | -13.4% |
| 6M | -12.7% | +14.4% | -27.1% | -14.7% |
| YTD | -3.2% | +45.9% | -49.2% | -9.4% |
| 1Y | +5.3% | +43.6% | -38.3% | -1.3% |
| 3Y | +101.9% | +75.9% | +26.0% | +82.0% |
| All | +135.9% | +97.2% | +38.7% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling