+27.4%
WMT vs DT
-5.1%
+32.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.4% |
| 7D | +8.8% | -25.5% | +34.3% | +6.4% |
| 30D | +22.9% | -22.3% | +45.2% | +20.7% |
| 3M | +16.1% | +2.3% | +13.7% | +17.1% |
| 6M | -0.5% | +20.7% | -21.2% | +2.7% |
| YTD | +16.7% | +7.9% | +8.7% | +18.9% |
| 1Y | +27.4% | -5.7% | +33.1% | +26.5% |
| All | +27.4% | -5.1% | +32.5% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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