+221.5%
WMT vs DT
+97.2%
+124.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.8% |
| 7D | +0.1% | -4.9% | +5.0% | +0.5% |
| 30D | -5.0% | +2.7% | -7.7% | -5.2% |
| 3M | -11.3% | +20.0% | -31.3% | -12.6% |
| 6M | -13.8% | +28.0% | -41.8% | -15.8% |
| YTD | -4.2% | +16.0% | -20.2% | -5.7% |
| 1Y | +4.6% | +0.7% | +3.8% | +4.1% |
| 3Y | +100.5% | +6.2% | +94.3% | +97.4% |
| 5Y | +129.7% | -28.1% | +157.8% | +129.7% |
| All | +221.5% | +97.2% | +124.3% | +179.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling