+991.4%
WMT vs DLR
+3,455.1%
-2,463.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.8% |
| 7D | +2.0% | +3.3% | -1.3% | +1.4% |
| 30D | +10.3% | +4.6% | +5.7% | +9.2% |
| 3M | +11.0% | -8.3% | +19.2% | +12.4% |
| 6M | -2.3% | -5.6% | +3.3% | -2.0% |
| YTD | +15.7% | +18.7% | -3.0% | +11.2% |
| 1Y | +26.0% | +17.1% | +8.9% | +21.3% |
| 3Y | +136.5% | +54.4% | +82.1% | +113.5% |
| 5Y | +176.8% | +36.5% | +140.4% | +151.8% |
| 10Y | +537.5% | +187.7% | +349.8% | +394.9% |
| All | +991.4% | +3,455.1% | -2,463.6% | +467.1% |
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