+168.5%
WMT vs ALLE
+49.9%
+118.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | +1.6% | -0.6% | +2.2% | +1.8% |
| 30D | +16.1% | +25.3% | -9.3% | +11.2% |
| 3M | +12.3% | +10.3% | +2.0% | +10.1% |
| 6M | -3.1% | +38.0% | -41.1% | -9.2% |
| YTD | +13.4% | +17.8% | -4.4% | +9.6% |
| 1Y | +24.5% | +13.6% | +10.9% | +21.2% |
| 3Y | +135.7% | +89.2% | +46.5% | +103.8% |
| All | +168.5% | +49.9% | +118.7% | +133.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling