+168.5%
WMT vs DOC
-21.4%
+190.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | +1.6% | +6.5% | -4.8% | +0.7% |
| 30D | +16.1% | +9.2% | +6.9% | +14.6% |
| 3M | +12.3% | -2.5% | +14.8% | +12.5% |
| 6M | -3.1% | +7.1% | -10.2% | -4.2% |
| YTD | +13.4% | +33.0% | -19.6% | +7.8% |
| 1Y | +24.5% | +23.3% | +1.2% | +19.9% |
| 3Y | +135.7% | +44.9% | +90.8% | +117.7% |
| All | +168.5% | -21.4% | +190.0% | +187.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling