+5.3%
WMT vs DIA
+16.9%
-11.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.1% |
| 7D | 0.0% | -1.6% | +1.6% | +0.4% |
| 30D | -7.4% | -2.0% | -5.4% | -6.9% |
| 3M | -10.9% | +3.6% | -14.5% | -11.4% |
| 6M | -12.7% | +11.5% | -24.2% | -15.6% |
| YTD | -3.2% | +10.4% | -13.6% | -6.6% |
| 1Y | +5.3% | +15.6% | -10.3% | +1.4% |
| All | +5.3% | +16.9% | -11.6% | +1.4% |
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