+129.7%
WMT vs ALK
-28.9%
+158.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.8% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -5.0% | -18.5% | +13.5% | -3.4% |
| 3M | -11.3% | -3.6% | -7.7% | -11.4% |
| 6M | -13.8% | -3.7% | -10.1% | -14.2% |
| YTD | -4.2% | -19.0% | +14.8% | -3.4% |
| 1Y | +4.6% | -36.0% | +40.6% | +8.0% |
| 3Y | +100.5% | +2.3% | +98.1% | +95.0% |
| 5Y | +129.7% | -27.8% | +157.4% | +125.0% |
| All | +129.7% | -28.9% | +158.5% | +125.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling