+99.4%
WMT vs DRI
+54.2%
+45.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | -0.2% | -4.8% | +4.6% | +0.8% |
| 30D | -5.8% | -3.9% | -1.9% | -5.1% |
| 3M | -10.8% | +5.1% | -15.8% | -11.6% |
| 6M | -14.3% | +5.5% | -19.8% | -15.3% |
| YTD | -4.4% | +16.5% | -20.9% | -7.4% |
| 1Y | +4.3% | +2.0% | +2.3% | +3.5% |
| All | +99.4% | +54.2% | +45.2% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling