+419.1%
WMT vs ALLE
+260.9%
+158.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | +3.9% | -0.2% | +4.2% | +4.0% |
| 30D | -4.4% | -6.8% | +2.4% | -3.0% |
| 3M | -8.8% | +21.0% | -29.8% | -12.7% |
| 6M | -15.6% | +1.1% | -16.7% | -16.2% |
| YTD | -3.2% | -0.5% | -2.7% | -3.6% |
| 1Y | +7.0% | -7.3% | +14.3% | +8.1% |
| 3Y | +105.3% | +42.3% | +63.0% | +86.9% |
| 5Y | +129.3% | +13.5% | +115.8% | +115.9% |
| 10Y | +423.9% | +144.0% | +279.9% | +312.3% |
| All | +419.1% | +260.9% | +158.3% | +286.2% |
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