+3,635.7%
WMT vs ALB
+2,835.3%
+800.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.3% | -0.6% |
| 7D | +3.9% | -8.1% | +12.0% | +4.9% |
| 30D | -4.4% | +6.3% | -10.7% | -5.2% |
| 3M | -8.8% | -23.6% | +14.8% | -6.2% |
| 6M | -15.6% | -24.6% | +9.0% | -13.6% |
| YTD | -3.2% | -10.3% | +7.0% | -3.6% |
| 1Y | +7.0% | +61.5% | -54.4% | -2.1% |
| 3Y | +105.3% | -34.0% | +139.3% | +102.5% |
| 5Y | +129.3% | -44.6% | +173.8% | +123.1% |
| 10Y | +423.9% | +76.1% | +347.8% | +295.7% |
| All | +3,635.7% | +2,835.3% | +800.4% | +1,551.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling