+4.3%
WMT vs ALK
-36.6%
+40.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -0.2% | -3.0% | +2.7% | -0.2% |
| 30D | -5.8% | -14.6% | +8.8% | -5.6% |
| 3M | -10.8% | -10.6% | -0.2% | -10.7% |
| 6M | -14.3% | -6.7% | -7.6% | -14.7% |
| YTD | -4.4% | -19.8% | +15.4% | -4.4% |
| 1Y | +4.3% | -35.2% | +39.5% | +7.3% |
| All | +4.3% | -36.6% | +40.9% | +7.3% |
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