+10,575.1%
WMT vs F
+529.3%
+10,045.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | +1.6% | +1.6% | +0.1% | +1.4% |
| 30D | +16.1% | +2.6% | +13.4% | +15.6% |
| 3M | +12.3% | -8.8% | +21.1% | +13.8% |
| 6M | -3.1% | +4.6% | -7.7% | -4.5% |
| YTD | +13.4% | -1.9% | +15.3% | +12.6% |
| 1Y | +24.5% | -0.8% | +25.2% | +23.3% |
| 3Y | +135.7% | +43.5% | +92.2% | +115.2% |
| 5Y | +166.8% | -12.1% | +178.9% | +156.7% |
| 10Y | +543.4% | +83.6% | +459.8% | +416.7% |
| All | +10,575.1% | +529.3% | +10,045.9% | +4,617.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling