+257.4%
WMT vs DOW
-15.2%
+272.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -2.5% | -2.4% | -0.1% | -2.2% |
| 30D | -6.4% | -4.1% | -2.3% | -6.1% |
| 3M | -12.1% | -12.4% | +0.3% | -10.8% |
| 6M | -15.0% | -10.6% | -4.3% | -14.5% |
| YTD | -4.5% | +31.1% | -35.6% | -9.2% |
| 1Y | +6.2% | +30.5% | -24.3% | +0.5% |
| 3Y | +99.9% | -34.4% | +134.3% | +106.6% |
| 5Y | +131.4% | -35.5% | +166.9% | +137.0% |
| All | +257.4% | -15.2% | +272.6% | +207.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling