+129.7%
WMT vs ALB
-43.6%
+173.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.1% |
| 7D | +0.1% | -4.4% | +4.5% | +0.2% |
| 30D | -5.0% | -1.2% | -3.8% | -5.0% |
| 3M | -11.3% | -13.3% | +2.0% | -11.0% |
| 6M | -13.8% | -19.8% | +6.0% | -13.5% |
| YTD | -4.2% | -7.9% | +3.7% | -4.5% |
| 1Y | +4.6% | +60.2% | -55.6% | +1.6% |
| 3Y | +100.5% | -26.4% | +126.9% | +94.8% |
| 5Y | +129.7% | -42.5% | +172.2% | +121.1% |
| All | +129.7% | -43.6% | +173.3% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling