+2,325.9%
WMT vs DIA
+1,130.8%
+1,195.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.2% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | -5.0% | -2.1% | -2.9% | -3.5% |
| 3M | -11.3% | +4.2% | -15.4% | -13.9% |
| 6M | -13.8% | +11.9% | -25.7% | -20.5% |
| YTD | -4.2% | +10.8% | -15.0% | -11.2% |
| 1Y | +4.6% | +17.5% | -13.0% | -7.1% |
| 3Y | +100.5% | +59.9% | +40.5% | +42.6% |
| 5Y | +129.7% | +64.1% | +65.5% | +58.7% |
| 10Y | +423.4% | +246.2% | +177.2% | +98.2% |
| All | +2,325.9% | +1,130.8% | +1,195.1% | +169.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling