+428.1%
WMT vs ALM
+2,589.2%
-2,161.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.9% | +1.5% |
| 7D | 0.0% | -11.8% | +11.8% | +0.2% |
| 30D | -7.4% | +7.8% | -15.2% | -7.6% |
| 3M | -10.9% | -9.3% | -1.6% | -10.9% |
| 6M | -12.7% | -30.5% | +17.8% | -12.5% |
| YTD | -3.2% | +75.8% | -79.0% | -5.1% |
| 1Y | +5.3% | +241.2% | -235.9% | +1.5% |
| 3Y | +101.9% | +1,872.6% | -1,770.8% | +86.3% |
| 5Y | +134.6% | +849.6% | -715.0% | +118.3% |
| All | +428.1% | +2,589.2% | -2,161.2% | +382.3% |
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