+132.0%
WMT vs F
+53.7%
+78.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.3% |
| 7D | +3.9% | +5.3% | -1.4% | +3.4% |
| 30D | -4.4% | +4.6% | -9.0% | -4.8% |
| 3M | -8.8% | -3.7% | -5.1% | -8.5% |
| 6M | -15.6% | +16.8% | -32.5% | -17.4% |
| YTD | -3.2% | +15.3% | -18.5% | -5.3% |
| 1Y | +7.0% | +31.0% | -24.0% | +3.0% |
| 3Y | +105.3% | +45.4% | +59.9% | +91.8% |
| All | +132.0% | +53.7% | +78.3% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling