+99.4%
WMT vs DLR
+58.6%
+40.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -0.2% | +2.9% | -3.1% | -0.6% |
| 30D | -5.8% | -1.2% | -4.7% | -5.7% |
| 3M | -10.8% | +2.9% | -13.7% | -11.3% |
| 6M | -14.3% | +6.7% | -21.0% | -15.5% |
| YTD | -4.4% | +23.9% | -28.3% | -7.7% |
| 1Y | +4.3% | +18.6% | -14.3% | +1.2% |
| All | +99.4% | +58.6% | +40.7% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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