+428.1%
WMT vs DG
+101.8%
+326.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | +0.1% | +1.0% |
| 7D | 0.0% | -6.5% | +6.5% | +1.6% |
| 30D | -7.4% | +4.2% | -11.6% | -8.4% |
| 3M | -10.9% | +9.5% | -20.4% | -13.0% |
| 6M | -12.7% | -13.1% | +0.5% | -10.2% |
| YTD | -3.2% | -4.8% | +1.6% | -2.7% |
| 1Y | +5.3% | +20.6% | -15.3% | -0.7% |
| 3Y | +101.9% | +4.9% | +96.9% | +87.9% |
| 5Y | +134.6% | -37.9% | +172.4% | +158.5% |
| All | +428.1% | +101.8% | +326.3% | +269.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling