+428.1%
WMT vs DTE
+137.8%
+290.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.7% |
| 7D | 0.0% | -2.6% | +2.6% | +0.7% |
| 30D | -7.4% | -4.4% | -3.0% | -6.3% |
| 3M | -10.9% | -8.3% | -2.5% | -8.7% |
| 6M | -12.7% | -8.1% | -4.6% | -10.7% |
| YTD | -3.2% | +4.4% | -7.6% | -4.5% |
| 1Y | +5.3% | +0.2% | +5.1% | +5.0% |
| 3Y | +101.9% | +42.6% | +59.2% | +82.3% |
| 5Y | +134.6% | +31.5% | +103.1% | +116.1% |
| All | +428.1% | +137.8% | +290.2% | +316.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling