+433.7%
WMT vs ALK
-39.2%
+473.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -0.2% | -3.0% | +2.7% | 0.0% |
| 30D | -5.8% | -14.6% | +8.8% | -4.7% |
| 3M | -10.8% | -10.6% | -0.2% | -10.2% |
| 6M | -14.3% | -6.7% | -7.6% | -14.5% |
| YTD | -4.4% | -19.8% | +15.4% | -3.5% |
| 1Y | +4.3% | -35.2% | +39.5% | +7.1% |
| 3Y | +100.1% | +1.4% | +98.7% | +95.1% |
| 5Y | +130.8% | -30.7% | +161.5% | +129.4% |
| 10Y | +433.7% | -37.4% | +471.1% | +423.8% |
| All | +433.7% | -39.2% | +473.0% | +423.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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