+130.8%
WMT vs ALC
-17.4%
+148.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -0.2% | -5.3% | +5.0% | +0.6% |
| 30D | -5.8% | -7.1% | +1.2% | -4.8% |
| 3M | -10.8% | +0.8% | -11.5% | -10.9% |
| 6M | -14.3% | -16.0% | +1.6% | -12.4% |
| YTD | -4.4% | -12.7% | +8.3% | -2.9% |
| 1Y | +4.3% | -12.8% | +17.2% | +5.9% |
| 3Y | +100.1% | -15.8% | +115.9% | +102.7% |
| 5Y | +130.8% | -16.7% | +147.5% | +126.0% |
| All | +130.8% | -17.4% | +148.3% | +126.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling