+5,222.0%
WMT vs DRI
+8,063.5%
-2,841.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +2.0% | +1.1% | +1.0% | +1.9% |
| 30D | +10.3% | +9.7% | +0.6% | +8.5% |
| 3M | +11.0% | +3.2% | +7.8% | +10.3% |
| 6M | -2.3% | +20.6% | -22.9% | -5.6% |
| YTD | +15.7% | +28.3% | -12.5% | +10.3% |
| 1Y | +26.0% | +34.5% | -8.6% | +19.1% |
| 3Y | +136.5% | +66.5% | +70.0% | +113.4% |
| 5Y | +176.8% | +79.6% | +97.2% | +143.9% |
| 10Y | +537.5% | +333.8% | +203.8% | +339.8% |
| All | +5,222.0% | +8,063.5% | -2,841.4% | +1,733.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling