+4,299.9%
WMT vs ALB
+2,112.1%
+2,187.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | -1.2% | -3.6% | +2.4% | -0.8% |
| 30D | +12.4% | -2.9% | +15.3% | +12.7% |
| 3M | +9.0% | -25.8% | +34.9% | +12.7% |
| 6M | -3.0% | -53.6% | +50.6% | +5.7% |
| YTD | +14.0% | -32.4% | +46.4% | +17.2% |
| 1Y | +23.0% | -13.0% | +36.1% | +22.2% |
| 3Y | +135.1% | -15.0% | +150.1% | +122.5% |
| 5Y | +172.7% | -63.5% | +236.3% | +180.5% |
| 10Y | +528.1% | +34.7% | +493.4% | +389.1% |
| All | +4,299.9% | +2,112.1% | +2,187.8% | +1,908.3% |
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