+27.4%
WMT vs ALC
+4.2%
+23.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.8% | -3.4% | +2.2% |
| 7D | +8.8% | +10.7% | -2.0% | +6.9% |
| 30D | +22.9% | +20.2% | +2.8% | +19.4% |
| 3M | +16.1% | +8.9% | +7.2% | +14.1% |
| 6M | -0.5% | +5.7% | -6.2% | -2.5% |
| YTD | +16.7% | -1.4% | +18.1% | +14.0% |
| 1Y | +27.4% | +4.7% | +22.7% | +23.4% |
| All | +27.4% | +4.2% | +23.2% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling