+139.8%
WMT vs DOC
+43.2%
+96.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +5.3% | +6.2% | -0.9% | +4.8% |
| 30D | +19.1% | +6.5% | +12.7% | +18.5% |
| 3M | +14.0% | -6.2% | +20.2% | +14.4% |
| 6M | -1.9% | +25.6% | -27.5% | -3.8% |
| YTD | +15.4% | +32.1% | -16.7% | +12.3% |
| 1Y | +26.9% | +20.3% | +6.6% | +25.0% |
| All | +139.8% | +43.2% | +96.7% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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