+5.3%
WMT vs DOW
+28.8%
-23.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.4% |
| 7D | 0.0% | -1.4% | +1.4% | 0.0% |
| 30D | -7.4% | -3.9% | -3.5% | -7.5% |
| 3M | -10.9% | -12.7% | +1.8% | -10.8% |
| 6M | -12.7% | -13.7% | +1.0% | -13.2% |
| YTD | -3.2% | +28.4% | -31.6% | -5.2% |
| 1Y | +5.3% | +21.8% | -16.5% | +3.0% |
| All | +5.3% | +28.8% | -23.5% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling