+129.7%
WMT vs ALLY
-0.2%
+129.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.8% |
| 7D | +0.1% | +1.0% | -0.9% | 0.0% |
| 30D | -5.0% | -3.3% | -1.7% | -4.7% |
| 3M | -11.3% | +0.5% | -11.7% | -11.4% |
| 6M | -13.8% | +12.6% | -26.4% | -14.7% |
| YTD | -4.2% | -4.7% | +0.5% | -4.0% |
| 1Y | +4.6% | +5.2% | -0.7% | +3.7% |
| 3Y | +100.5% | +66.5% | +34.0% | +88.1% |
| 5Y | +129.7% | +0.2% | +129.4% | +119.9% |
| All | +129.7% | -0.2% | +129.9% | +119.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling