+8,900.6%
WMT vs DTE
+3,490.3%
+5,410.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -0.2% | 0.0% | -0.3% | -0.2% |
| 30D | -5.8% | -0.5% | -5.3% | -5.7% |
| 3M | -10.8% | -6.0% | -4.7% | -9.0% |
| 6M | -14.3% | -7.2% | -7.1% | -12.4% |
| YTD | -4.4% | +7.2% | -11.6% | -6.8% |
| 1Y | +4.3% | +4.1% | +0.3% | +2.7% |
| 3Y | +100.1% | +46.9% | +53.2% | +74.2% |
| 5Y | +130.8% | +32.9% | +97.9% | +106.5% |
| 10Y | +433.7% | +144.5% | +289.2% | +271.5% |
| All | +8,900.6% | +3,490.3% | +5,410.3% | +1,586.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling