+452.0%
WMT vs ALM
+7,705.7%
-7,253.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.5% |
| 3M | -8.8% | -15.0% | +6.3% | -8.8% |
| 6M | -15.6% | -10.1% | -5.5% | -15.7% |
| YTD | -3.2% | +99.4% | -102.7% | -3.4% |
| 1Y | +7.0% | +316.4% | -309.3% | +6.6% |
| 3Y | +105.3% | +2,022.0% | -1,916.7% | +103.6% |
| 5Y | +129.3% | +941.2% | -811.9% | +127.5% |
| 10Y | +423.9% | +2,950.3% | -2,526.4% | +418.2% |
| All | +452.0% | +7,705.7% | -7,253.7% | +442.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling