+433.7%
WMT vs F
+80.8%
+352.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.2% |
| 7D | -0.2% | -4.9% | +4.6% | +0.2% |
| 30D | -5.8% | -2.9% | -2.9% | -5.6% |
| 3M | -10.8% | -9.1% | -1.7% | -10.0% |
| 6M | -14.3% | +12.9% | -27.3% | -15.8% |
| YTD | -4.4% | +6.1% | -10.5% | -5.6% |
| 1Y | +4.3% | +22.5% | -18.2% | +1.3% |
| 3Y | +100.1% | +32.1% | +68.0% | +90.0% |
| 5Y | +130.8% | +43.7% | +87.1% | +113.2% |
| 10Y | +433.7% | +84.1% | +349.6% | +368.9% |
| All | +433.7% | +80.8% | +352.9% | +368.9% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling