+99.4%
WMT vs DIA
+58.1%
+41.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | -0.2% | -1.2% | +1.0% | +0.4% |
| 30D | -5.8% | -2.7% | -3.2% | -4.4% |
| 3M | -10.8% | +3.3% | -14.0% | -12.3% |
| 6M | -14.3% | +10.4% | -24.8% | -19.2% |
| YTD | -4.4% | +10.0% | -14.4% | -9.8% |
| 1Y | +4.3% | +16.2% | -11.8% | -5.0% |
| All | +99.4% | +58.1% | +41.3% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling