+428.1%
WMT vs ALB
+78.3%
+349.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.8% | +1.6% |
| 7D | 0.0% | -6.6% | +6.6% | +0.4% |
| 30D | -7.4% | -8.1% | +0.7% | -7.0% |
| 3M | -10.9% | -25.7% | +14.8% | -9.3% |
| 6M | -12.7% | -29.5% | +16.8% | -11.2% |
| YTD | -3.2% | -16.2% | +13.0% | -3.1% |
| 1Y | +5.3% | +59.2% | -54.0% | -0.2% |
| 3Y | +101.9% | -33.7% | +135.6% | +99.6% |
| 5Y | +134.6% | -48.1% | +182.7% | +131.3% |
| All | +428.1% | +78.3% | +349.8% | +313.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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