+423.4%
WMT vs ALLE
+148.2%
+275.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +0.1% | +2.8% | -2.7% | -0.5% |
| 30D | -5.0% | -7.6% | +2.7% | -3.4% |
| 3M | -11.3% | +22.8% | -34.1% | -15.5% |
| 6M | -13.8% | +4.6% | -18.4% | -15.0% |
| YTD | -4.2% | -1.2% | -3.0% | -4.4% |
| 1Y | +4.6% | -9.1% | +13.7% | +6.1% |
| 3Y | +100.5% | +50.0% | +50.5% | +79.4% |
| 5Y | +129.7% | +15.2% | +114.4% | +115.1% |
| 10Y | +423.4% | +151.1% | +272.3% | +305.5% |
| All | +423.4% | +148.2% | +275.2% | +305.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling