+812.9%
WMT vs DLR
+3,595.7%
-2,782.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | +3.9% | +1.6% | +2.4% | +3.6% |
| 30D | -4.4% | -3.4% | -1.0% | -3.9% |
| 3M | -8.8% | +0.5% | -9.3% | -9.2% |
| 6M | -15.6% | +4.6% | -20.2% | -16.7% |
| YTD | -3.2% | +23.4% | -26.6% | -7.4% |
| 1Y | +7.0% | +19.0% | -12.0% | +2.9% |
| 3Y | +105.3% | +56.5% | +48.8% | +85.1% |
| 5Y | +129.3% | +33.3% | +95.9% | +109.8% |
| 10Y | +423.9% | +165.1% | +258.8% | +312.8% |
| All | +812.9% | +3,595.7% | -2,782.7% | +372.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling