-3.1%
WMT vs DOCN
-53.2%
+50.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -1.5% |
| 7D | +1.6% | -19.2% | +20.8% | 0.0% |
| 30D | +16.1% | -43.1% | +59.1% | +11.5% |
| 3M | +12.3% | -40.7% | +53.0% | +8.4% |
| 6M | -3.1% | -55.0% | +51.9% | -7.4% |
| All | -3.1% | -53.2% | +50.1% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 6mo: compounded portfolio wealth divided by compounded DOCN 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…
6mo analysis · Full analysis span regression · 6 months rolling