+99.4%
WMT vs ALB
-29.2%
+128.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | -0.1% |
| 7D | -0.2% | -8.6% | +8.4% | 0.0% |
| 30D | -5.8% | -4.0% | -1.8% | -5.8% |
| 3M | -10.8% | -17.4% | +6.6% | -10.3% |
| 6M | -14.3% | -25.4% | +11.0% | -13.9% |
| YTD | -4.4% | -10.5% | +6.1% | -4.8% |
| 1Y | +4.3% | +75.8% | -71.5% | +0.2% |
| All | +99.4% | -29.2% | +128.6% | +92.1% |
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 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