+7.0%
WMT vs ALM
+318.3%
-311.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | +3.9% | -2.6% | +6.5% | +3.9% |
| 30D | -4.4% | +32.0% | -36.4% | -4.4% |
| 3M | -8.8% | -15.0% | +6.3% | -8.4% |
| 6M | -15.6% | -10.1% | -5.5% | -15.7% |
| YTD | -3.2% | +99.4% | -102.7% | -4.9% |
| 1Y | +7.0% | +316.4% | -309.3% | +3.0% |
| All | +7.0% | +318.3% | -311.3% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling