+523.5%
WMT vs ALLY
+182.8%
+340.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.1% |
| 7D | +0.6% | -0.7% | +1.2% | +0.6% |
| 30D | +12.8% | +1.1% | +11.6% | +12.6% |
| 3M | +11.7% | -13.2% | +24.9% | +13.0% |
| 6M | -3.5% | -13.5% | +10.0% | -2.5% |
| YTD | +13.4% | -14.3% | +27.7% | +14.5% |
| 1Y | +23.6% | -1.1% | +24.8% | +23.2% |
| 3Y | +133.9% | +62.0% | +71.9% | +121.0% |
| 5Y | +170.1% | -9.6% | +179.8% | +164.1% |
| 10Y | +523.5% | +176.0% | +347.5% | +483.5% |
| All | +523.5% | +182.8% | +340.7% | +483.5% |
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