+919.0%
WMT vs DG
+614.5%
+304.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.6% |
| 7D | +2.0% | +0.3% | +1.8% | +2.0% |
| 30D | +10.3% | +3.2% | +7.0% | +9.4% |
| 3M | +11.0% | +10.4% | +0.5% | +8.3% |
| 6M | -2.3% | +33.2% | -35.5% | -8.9% |
| YTD | +15.7% | +3.0% | +12.7% | +14.0% |
| 1Y | +26.0% | +31.2% | -5.3% | +17.2% |
| 3Y | +136.5% | +21.8% | +114.7% | +113.9% |
| 5Y | +176.8% | -35.0% | +211.8% | +192.9% |
| 10Y | +537.5% | +106.0% | +431.5% | +405.6% |
| All | +919.0% | +614.5% | +304.4% | +578.5% |
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