+135.7%
WMT vs ALK
+16.0%
+119.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +1.6% | +9.0% | -7.4% | +0.8% |
| 30D | +16.1% | -1.6% | +17.7% | +16.1% |
| 3M | +12.3% | -23.2% | +35.4% | +14.6% |
| 6M | -3.1% | -3.9% | +0.8% | -3.6% |
| YTD | +13.4% | -22.6% | +36.0% | +14.8% |
| 1Y | +24.5% | -5.3% | +29.8% | +22.6% |
| 3Y | +135.7% | +18.6% | +117.1% | +126.3% |
| All | +135.7% | +16.0% | +119.7% | +126.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling