+541.5%
WMT vs ALLY
+98.1%
+443.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.6% |
| 7D | +1.6% | +0.9% | +0.7% | +1.6% |
| 30D | +16.1% | +3.1% | +13.0% | +15.8% |
| 3M | +12.3% | -12.6% | +24.8% | +13.5% |
| 6M | -3.1% | -12.4% | +9.3% | -2.1% |
| YTD | +13.4% | -13.2% | +26.5% | +14.4% |
| 1Y | +24.5% | +1.8% | +22.7% | +23.8% |
| 3Y | +135.7% | +58.0% | +77.7% | +123.0% |
| 5Y | +166.8% | -8.4% | +175.3% | +160.6% |
| 10Y | +543.5% | +195.3% | +348.2% | +461.5% |
| All | +541.5% | +98.1% | +443.5% | +488.1% |
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