+4.6%
WMT vs ALLE
-8.3%
+12.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +0.1% | +2.8% | -2.7% | -0.2% |
| 30D | -5.0% | -7.6% | +2.7% | -4.1% |
| 3M | -11.3% | +22.8% | -34.1% | -13.8% |
| 6M | -13.8% | +4.6% | -18.4% | -13.5% |
| YTD | -4.2% | -1.2% | -3.0% | -1.4% |
| 1Y | +4.6% | -9.1% | +13.7% | +9.4% |
| All | +4.6% | -8.3% | +12.9% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling