+7.0%
WMT vs DVA
+35.1%
-28.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | +3.9% | +1.8% | +2.1% | +3.8% |
| 30D | -4.4% | -2.5% | -1.9% | -4.3% |
| 3M | -8.8% | -4.3% | -4.5% | -8.9% |
| 6M | -15.6% | +18.9% | -34.5% | -17.0% |
| YTD | -3.2% | +61.9% | -65.2% | -8.1% |
| 1Y | +7.0% | +35.7% | -28.7% | +2.7% |
| All | +7.0% | +35.1% | -28.1% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling