+135.9%
WMT vs ALNY
+30.5%
+105.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.3% |
| 7D | 0.0% | -6.5% | +6.6% | +0.4% |
| 30D | -7.4% | +11.0% | -18.5% | -7.9% |
| 3M | -10.9% | -14.1% | +3.2% | -10.5% |
| 6M | -12.7% | -22.4% | +9.7% | -11.9% |
| YTD | -3.2% | -37.5% | +34.3% | -1.5% |
| 1Y | +5.3% | -46.9% | +52.2% | +7.9% |
| 3Y | +101.9% | +22.1% | +79.8% | +97.8% |
| All | +135.9% | +30.5% | +105.4% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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