+131.4%
WMT vs DIA
+61.6%
+69.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.3% |
| 7D | -2.5% | -3.0% | +0.5% | -0.8% |
| 30D | -6.4% | -3.0% | -3.4% | -4.8% |
| 3M | -12.1% | +4.5% | -16.6% | -14.3% |
| 6M | -15.0% | +9.8% | -24.7% | -19.5% |
| YTD | -4.5% | +9.3% | -13.8% | -9.5% |
| 1Y | +6.2% | +16.0% | -9.8% | -3.0% |
| 3Y | +99.9% | +57.7% | +42.1% | +52.4% |
| 5Y | +131.4% | +63.8% | +67.7% | +70.2% |
| All | +131.4% | +61.6% | +69.8% | +70.2% |
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