+7.0%
WMT vs DIA
+19.6%
-12.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | +3.9% | -0.2% | +4.1% | +4.0% |
| 30D | -4.4% | -1.5% | -2.9% | -4.1% |
| 3M | -8.8% | +3.8% | -12.5% | -9.5% |
| 6M | -15.6% | +10.3% | -25.9% | -18.6% |
| YTD | -3.2% | +12.1% | -15.3% | -7.3% |
| 1Y | +7.0% | +18.6% | -11.6% | 0.0% |
| All | +7.0% | +19.6% | -12.5% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 1y: compounded portfolio wealth divided by compounded DIA 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…
1y analysis · Full analysis span regression · 6 months rolling