+508.9%
WMT vs ALLE
+339.1%
+169.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.3% |
| 3M | +12.6% | +13.2% | -0.6% | +9.6% |
| 6M | -3.4% | +42.9% | -46.3% | -10.8% |
| YTD | +13.5% | +21.0% | -7.5% | +8.4% |
| 1Y | +23.5% | +15.2% | +8.4% | +19.2% |
| 3Y | +137.3% | +95.6% | +41.7% | +101.7% |
| 5Y | +167.9% | +53.4% | +114.5% | +136.5% |
| 10Y | +526.6% | +221.5% | +305.1% | +366.5% |
| All | +508.9% | +339.1% | +169.8% | +334.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling