+4,384.3%
WMT vs DGX
+8,778.1%
-4,393.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.3% | +1.0% |
| 7D | 0.0% | -0.9% | +0.9% | +0.2% |
| 30D | -7.4% | -1.2% | -6.3% | -7.3% |
| 3M | -10.9% | +15.8% | -26.6% | -13.3% |
| 6M | -12.7% | +18.2% | -30.9% | -15.4% |
| YTD | -3.2% | +37.2% | -40.4% | -8.8% |
| 1Y | +5.3% | +30.4% | -25.1% | 0.0% |
| 3Y | +101.9% | +96.7% | +5.2% | +77.5% |
| 5Y | +134.6% | +67.2% | +67.4% | +110.6% |
| 10Y | +440.4% | +253.9% | +186.4% | +316.2% |
| All | +4,384.3% | +8,778.1% | -4,393.8% | +1,873.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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