+428.1%
WMT vs DLTR
+45.3%
+382.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.4% |
| 7D | 0.0% | -10.1% | +10.1% | +1.8% |
| 30D | -7.4% | -8.1% | +0.7% | -6.1% |
| 3M | -10.9% | +2.9% | -13.7% | -11.4% |
| 6M | -12.7% | +4.3% | -17.0% | -13.9% |
| YTD | -3.2% | -3.9% | +0.7% | -3.3% |
| 1Y | +5.3% | +18.9% | -13.6% | +1.0% |
| 3Y | +101.9% | +1.9% | +99.9% | +93.8% |
| 5Y | +134.6% | +31.0% | +103.6% | +109.5% |
| All | +428.1% | +45.3% | +382.8% | +324.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling