+544.2%
WMT vs ALM
+2,100.8%
-1,556.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.2% | +1.4% |
| 7D | +2.0% | +1.2% | +0.8% | +2.0% |
| 30D | +10.3% | -19.3% | +29.6% | +10.6% |
| 3M | +11.0% | -40.6% | +51.6% | +11.6% |
| 6M | -2.3% | -57.9% | +55.6% | -1.3% |
| YTD | +15.7% | -6.7% | +22.4% | +14.5% |
| 1Y | +26.0% | +20.2% | +5.8% | +23.9% |
| 3Y | +136.5% | +879.4% | -742.9% | +121.6% |
| 5Y | +176.8% | +415.3% | -238.4% | +160.5% |
| All | +544.2% | +2,100.8% | -1,556.6% | +492.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling