+178.4%
WMT vs DIA
+57.3%
+121.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +2.0% | +2.1% | -0.1% | +0.8% |
| 30D | +10.3% | +1.5% | +8.8% | +9.3% |
| 3M | +11.0% | -2.4% | +13.4% | +12.4% |
| 6M | -2.3% | +6.0% | -8.3% | -5.7% |
| YTD | +15.7% | +10.1% | +5.6% | +9.1% |
| 1Y | +26.0% | +11.8% | +14.2% | +17.6% |
| 3Y | +136.5% | +59.7% | +76.8% | +78.5% |
| All | +178.4% | +57.3% | +121.1% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling