+743.7%
WMT vs DG
+577.8%
+165.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.1% |
| 7D | +0.1% | -2.5% | +2.6% | +0.7% |
| 30D | -5.0% | +1.0% | -6.0% | -5.2% |
| 3M | -11.3% | +20.3% | -31.6% | -15.1% |
| 6M | -13.8% | -11.7% | -2.1% | -11.9% |
| YTD | -4.2% | -2.3% | -1.9% | -4.3% |
| 1Y | +4.6% | +20.0% | -15.4% | -0.8% |
| 3Y | +100.5% | +7.2% | +93.2% | +87.1% |
| 5Y | +129.7% | -37.9% | +167.6% | +145.8% |
| 10Y | +423.4% | +107.3% | +316.1% | +316.0% |
| All | +743.7% | +577.8% | +165.9% | +469.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling