+262.0%
WMT vs ALC
+16.1%
+245.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | 0.0% | -6.3% | +6.3% | +1.1% |
| 30D | -7.4% | -10.3% | +2.8% | -5.7% |
| 3M | -10.9% | -0.7% | -10.1% | -10.8% |
| 6M | -12.7% | -17.8% | +5.2% | -10.1% |
| YTD | -3.2% | -15.8% | +12.6% | -0.9% |
| 1Y | +5.3% | -16.7% | +22.0% | +7.9% |
| 3Y | +101.9% | -19.7% | +121.6% | +106.2% |
| 5Y | +134.6% | -19.8% | +154.4% | +136.8% |
| All | +262.0% | +16.1% | +245.8% | +241.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling