+133.9%
WMT vs ALB
-13.3%
+147.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | 0.0% |
| 7D | +0.6% | +5.3% | -4.7% | +0.4% |
| 30D | +12.8% | -6.3% | +19.0% | +12.9% |
| 3M | +11.7% | -27.4% | +39.1% | +12.5% |
| 6M | -3.5% | -53.1% | +49.6% | -1.6% |
| YTD | +13.4% | -32.3% | +45.7% | +13.7% |
| 1Y | +23.6% | -7.3% | +30.9% | +22.0% |
| 3Y | +133.9% | -14.9% | +148.8% | +119.6% |
| All | +133.9% | -13.3% | +147.2% | +119.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling