+10,577.7%
WMT vs ALK
+828.7%
+9,749.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +0.6% | +12.9% | -12.4% | -1.2% |
| 30D | +12.8% | +5.5% | +7.2% | +11.7% |
| 3M | +11.7% | -12.1% | +23.8% | +13.4% |
| 6M | -3.5% | +1.7% | -5.2% | -4.8% |
| YTD | +13.4% | -17.4% | +30.8% | +14.4% |
| 1Y | +23.6% | -1.9% | +25.6% | +21.3% |
| 3Y | +133.9% | +21.2% | +112.6% | +116.6% |
| 5Y | +170.1% | -27.8% | +197.9% | +164.9% |
| 10Y | +523.5% | -41.0% | +564.5% | +486.3% |
| All | +10,577.7% | +828.7% | +9,749.0% | +4,263.5% |
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