+534.7%
WMT vs ALLE
+208.6%
+326.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -1.2% | +1.6% | -2.8% | -1.5% |
| 30D | +12.4% | +24.1% | -11.7% | +7.2% |
| 3M | +9.0% | +14.8% | -5.8% | +5.7% |
| 6M | -3.0% | +45.9% | -48.8% | -11.0% |
| YTD | +14.0% | +20.7% | -6.8% | +8.8% |
| 1Y | +23.0% | +14.2% | +8.8% | +18.8% |
| 3Y | +135.1% | +90.7% | +44.4% | +99.6% |
| 5Y | +172.7% | +50.6% | +122.2% | +140.7% |
| All | +534.7% | +208.6% | +326.1% | +365.1% |
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