+101.9%
WMT vs DTE
+43.4%
+58.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.1% |
| 1Y | +5.3% | +0.2% | +5.1% | +5.4% |
| 3Y | +101.9% | +42.6% | +59.2% | +97.0% |
| All | +101.9% | +43.4% | +58.4% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling