+433.7%
WMT vs ALLY
+178.1%
+255.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -0.2% | -1.9% | +1.7% | -0.1% |
| 30D | -5.8% | -4.5% | -1.4% | -5.5% |
| 3M | -10.8% | -2.8% | -7.9% | -10.6% |
| 6M | -14.3% | +10.3% | -24.7% | -15.2% |
| YTD | -4.4% | -5.7% | +1.3% | -4.2% |
| 1Y | +4.3% | +3.9% | +0.4% | +3.6% |
| 3Y | +100.1% | +64.7% | +35.4% | +88.7% |
| 5Y | +130.8% | -2.6% | +133.4% | +124.2% |
| 10Y | +433.7% | +186.0% | +247.7% | +375.8% |
| All | +433.7% | +178.1% | +255.7% | +375.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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