+8,900.6%
WMT vs DE
+14,495.7%
-5,595.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -0.2% | -3.0% | +2.8% | +0.4% |
| 30D | -5.8% | +11.1% | -17.0% | -8.1% |
| 3M | -10.8% | +17.6% | -28.4% | -14.1% |
| 6M | -14.3% | +13.6% | -27.9% | -17.1% |
| YTD | -4.4% | +46.3% | -50.7% | -12.5% |
| 1Y | +4.3% | +44.2% | -39.8% | -4.3% |
| 3Y | +100.1% | +76.6% | +23.5% | +73.9% |
| 5Y | +130.8% | +98.2% | +32.6% | +92.0% |
| 10Y | +433.7% | +863.5% | -429.8% | +205.4% |
| All | +8,900.6% | +14,495.7% | -5,595.2% | +2,059.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling