+9,012.8%
WMT vs DUK
+2,535.3%
+6,477.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | -7.4% | -2.4% | -5.0% | -6.7% |
| 3M | -10.9% | -3.0% | -7.9% | -10.1% |
| 6M | -12.7% | -6.6% | -6.1% | -10.9% |
| YTD | -3.2% | +4.6% | -7.8% | -4.6% |
| 1Y | +5.3% | +1.2% | +4.0% | +4.7% |
| 3Y | +101.9% | +45.7% | +56.2% | +78.1% |
| 5Y | +134.6% | +40.3% | +94.3% | +108.2% |
| 10Y | +440.4% | +129.9% | +310.5% | +304.5% |
| All | +9,012.8% | +2,535.3% | +6,477.5% | +1,786.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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