+135.9%
WMT vs DLR
+43.3%
+92.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -7.4% | -4.3% | -3.1% | -6.8% |
| 3M | -10.9% | +3.8% | -14.7% | -11.7% |
| 6M | -12.7% | +5.8% | -18.5% | -13.9% |
| YTD | -3.2% | +23.5% | -26.8% | -7.2% |
| 1Y | +5.3% | +11.1% | -5.8% | +2.7% |
| 3Y | +101.9% | +57.9% | +44.0% | +81.6% |
| All | +135.9% | +43.3% | +92.6% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling