+790.1%
WMT vs ALNY
+3,976.7%
-3,186.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.3% |
| 7D | 0.0% | -6.5% | +6.6% | +0.5% |
| 30D | -7.4% | +11.0% | -18.5% | -8.1% |
| 3M | -10.9% | -14.1% | +3.2% | -10.3% |
| 6M | -12.7% | -22.4% | +9.7% | -11.7% |
| YTD | -3.2% | -37.5% | +34.3% | -0.8% |
| 1Y | +5.3% | -46.9% | +52.2% | +8.9% |
| 3Y | +101.9% | +22.1% | +79.8% | +95.4% |
| 5Y | +134.6% | +31.2% | +103.4% | +122.0% |
| 10Y | +440.4% | +256.3% | +184.0% | +356.0% |
| All | +790.1% | +3,976.7% | -3,186.6% | +512.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling