+10,575.1%
WMT vs ALK
+770.6%
+9,804.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +1.6% | +9.0% | -7.4% | +0.3% |
| 30D | +16.1% | -1.6% | +17.7% | +16.2% |
| 3M | +12.3% | -23.2% | +35.4% | +16.2% |
| 6M | -3.1% | -3.9% | +0.8% | -3.6% |
| YTD | +13.4% | -22.6% | +36.0% | +15.4% |
| 1Y | +24.5% | -5.3% | +29.8% | +22.8% |
| 3Y | +135.7% | +18.6% | +117.1% | +119.0% |
| 5Y | +166.8% | -34.4% | +201.2% | +165.5% |
| 10Y | +543.4% | -40.8% | +584.2% | +503.9% |
| All | +10,575.1% | +770.6% | +9,804.6% | +4,304.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling