+26.0%
WMT vs ALK
-10.2%
+36.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.6% |
| 7D | +2.0% | -1.2% | +3.2% | +2.1% |
| 30D | +10.3% | +7.7% | +2.6% | +9.9% |
| 3M | +11.0% | -19.0% | +29.9% | +10.9% |
| 6M | -2.3% | -0.2% | -2.1% | -3.0% |
| YTD | +15.7% | -23.5% | +39.2% | +15.4% |
| 1Y | +26.0% | -9.1% | +35.1% | +28.1% |
| All | +26.0% | -10.2% | +36.2% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling