+447.6%
WMT vs ALLY
+124.8%
+322.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | +3.9% | +3.7% | +0.3% | +3.6% |
| 30D | -4.4% | -2.3% | -2.1% | -4.2% |
| 3M | -8.8% | +3.8% | -12.6% | -9.1% |
| 6M | -15.6% | +9.7% | -25.3% | -16.4% |
| YTD | -3.2% | -1.4% | -1.8% | -3.4% |
| 1Y | +7.0% | +8.2% | -1.2% | +5.9% |
| 3Y | +105.3% | +66.5% | +38.8% | +93.4% |
| 5Y | +129.3% | +1.2% | +128.1% | +122.0% |
| 10Y | +423.9% | +191.4% | +232.5% | +358.5% |
| All | +447.6% | +124.8% | +322.7% | +396.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling