+168.5%
WMT vs F
-12.6%
+181.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | +1.6% | +1.6% | +0.1% | +1.5% |
| 30D | +16.1% | +2.6% | +13.4% | +15.7% |
| 3M | +12.3% | -8.8% | +21.1% | +13.3% |
| 6M | -3.1% | +4.6% | -7.7% | -4.1% |
| YTD | +13.4% | -1.9% | +15.3% | +12.7% |
| 1Y | +24.5% | -0.8% | +25.2% | +23.5% |
| 3Y | +135.7% | +43.5% | +92.2% | +119.8% |
| All | +168.5% | -12.6% | +181.1% | +151.4% |
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