+526.6%
WMT vs ALLE
+233.6%
+293.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.5% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | +12.9% | +26.6% | -13.8% | +7.2% |
| 3M | +12.6% | +13.2% | -0.6% | +9.5% |
| 6M | -3.4% | +42.9% | -46.3% | -11.0% |
| YTD | +13.5% | +21.0% | -7.5% | +8.3% |
| 1Y | +23.5% | +15.2% | +8.4% | +19.1% |
| 3Y | +137.3% | +95.6% | +41.7% | +100.3% |
| 5Y | +167.9% | +53.4% | +114.5% | +135.4% |
| 10Y | +526.6% | +221.5% | +305.1% | +359.4% |
| All | +526.6% | +233.6% | +293.0% | +359.4% |
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