+10,762.2%
WMT vs DOC
+2,926.9%
+7,835.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | +5.3% | +6.2% | -0.9% | +4.3% |
| 30D | +19.1% | +6.5% | +12.7% | +17.8% |
| 3M | +14.0% | -6.2% | +20.2% | +15.1% |
| 6M | -1.9% | +25.6% | -27.5% | -6.2% |
| YTD | +15.4% | +32.1% | -16.7% | +9.1% |
| 1Y | +26.9% | +20.3% | +6.6% | +21.9% |
| 3Y | +140.1% | +42.7% | +97.4% | +121.6% |
| 5Y | +171.5% | -22.2% | +193.7% | +176.6% |
| 10Y | +554.7% | +16.5% | +538.2% | +497.7% |
| All | +10,762.2% | +2,926.9% | +7,835.4% | +4,163.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling