+27.4%
WMT vs DG
+45.3%
-17.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.5% | -5.1% | +1.3% |
| 7D | +8.8% | +12.3% | -3.5% | +5.7% |
| 30D | +22.9% | +19.3% | +3.6% | +17.8% |
| 3M | +16.1% | +11.9% | +4.2% | +12.6% |
| 6M | -0.5% | +25.0% | -25.4% | -5.6% |
| YTD | +16.7% | +8.7% | +7.9% | +14.8% |
| 1Y | +27.4% | +44.7% | -17.3% | +20.9% |
| All | +27.4% | +45.3% | -17.9% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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