+132.3%
WMT vs DOC
-24.5%
+156.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | +3.9% | -1.5% | +5.4% | +4.1% |
| 30D | -4.4% | -4.8% | +0.4% | -3.8% |
| 3M | -8.8% | +6.9% | -15.7% | -9.7% |
| 6M | -15.6% | +20.7% | -36.4% | -18.1% |
| YTD | -3.2% | +34.1% | -37.4% | -7.9% |
| 1Y | +7.0% | +22.6% | -15.6% | +3.3% |
| 3Y | +105.3% | +20.8% | +84.5% | +98.8% |
| All | +132.3% | -24.5% | +156.9% | +144.3% |
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