+130.8%
WMT vs ALM
+958.0%
-827.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | -0.2% |
| 7D | -0.2% | +3.6% | -3.9% | -0.3% |
| 30D | -5.8% | +33.8% | -39.6% | -6.3% |
| 3M | -10.8% | +14.8% | -25.5% | -11.0% |
| 6M | -14.3% | -7.0% | -7.4% | -14.6% |
| YTD | -4.4% | +108.1% | -112.5% | -6.4% |
| 1Y | +4.3% | +313.8% | -309.4% | +0.5% |
| 3Y | +100.1% | +2,227.6% | -2,127.6% | +88.7% |
| 5Y | +130.8% | +956.6% | -825.8% | +119.1% |
| All | +130.8% | +958.0% | -827.2% | +119.1% |
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