+178.4%
WMT vs ALM
+410.2%
-231.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.4% |
| 3M | +11.0% | -40.6% | +51.6% | +11.3% |
| 6M | -2.3% | -57.9% | +55.6% | -1.6% |
| YTD | +15.7% | -6.7% | +22.4% | +14.2% |
| 1Y | +26.0% | +20.2% | +5.8% | +23.6% |
| 3Y | +136.5% | +879.4% | -742.9% | +125.9% |
| All | +178.4% | +410.2% | -231.8% | +166.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling