+131.4%
WMT vs DT
-27.8%
+159.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | -2.5% | -2.5% | +0.1% | -2.3% |
| 30D | -6.4% | +3.5% | -10.0% | -6.6% |
| 3M | -12.1% | +26.7% | -38.8% | -13.4% |
| 6M | -15.0% | +36.1% | -51.1% | -16.8% |
| YTD | -4.5% | +18.6% | -23.1% | -5.6% |
| 1Y | +6.2% | +7.9% | -1.7% | +5.7% |
| 3Y | +99.9% | +8.6% | +91.3% | +97.9% |
| 5Y | +131.4% | -26.7% | +158.1% | +130.4% |
| All | +131.4% | -27.8% | +159.3% | +130.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling