+76.9%
WMT vs ALAB
+441.3%
-364.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | -0.1% |
| 7D | -2.5% | +0.6% | -3.1% | -2.5% |
| 30D | -6.4% | -8.8% | +2.4% | -6.4% |
| 3M | -12.1% | -14.0% | +1.9% | -12.1% |
| 6M | -15.0% | +144.3% | -159.2% | -16.0% |
| YTD | -4.5% | +71.0% | -75.5% | -5.4% |
| 1Y | +6.2% | +23.5% | -17.3% | +5.8% |
| All | +76.9% | +441.3% | -364.5% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 10y: compounded portfolio wealth divided by compounded ALAB 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…
10y analysis · Full analysis span regression · 6 months rolling