+4,659.5%
WMT vs DVA
+5,166.5%
-507.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | -0.2% | +2.0% | -2.3% | -0.4% |
| 30D | -5.8% | -0.4% | -5.5% | -5.8% |
| 3M | -10.8% | -7.7% | -3.1% | -10.3% |
| 6M | -14.3% | +20.0% | -34.3% | -16.4% |
| YTD | -4.4% | +61.1% | -65.5% | -9.7% |
| 1Y | +4.3% | +33.9% | -29.5% | +0.3% |
| 3Y | +100.1% | +91.5% | +8.5% | +83.7% |
| 5Y | +130.8% | +41.8% | +89.1% | +115.4% |
| 10Y | +433.7% | +187.5% | +246.2% | +355.0% |
| All | +4,659.5% | +5,166.5% | -507.0% | +2,927.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling