+135.9%
WMT vs DHR
-30.1%
+166.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | 0.0% | -3.6% | +3.6% | +0.5% |
| 30D | -7.4% | -2.7% | -4.7% | -7.2% |
| 3M | -10.9% | +10.9% | -21.8% | -12.4% |
| 6M | -12.7% | +3.0% | -15.7% | -13.4% |
| YTD | -3.2% | -12.2% | +9.0% | -1.8% |
| 1Y | +5.3% | +3.3% | +2.0% | +3.8% |
| 3Y | +101.9% | -8.2% | +110.1% | +99.1% |
| All | +135.9% | -30.1% | +166.0% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 5y: compounded portfolio wealth divided by compounded DHR 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…
5y analysis · Full analysis span regression · 6 months rolling