+421.1%
WMT vs FDS
+66.9%
+354.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.8% | +5.7% | +1.0% |
| 7D | -2.5% | -16.0% | +13.5% | +0.8% |
| 30D | -6.4% | -6.7% | +0.3% | -5.3% |
| 3M | -12.1% | +6.0% | -18.1% | -13.6% |
| 6M | -15.0% | +25.1% | -40.1% | -20.0% |
| YTD | -4.5% | -8.1% | +3.6% | -4.1% |
| 1Y | +6.2% | -26.0% | +32.2% | +12.0% |
| 3Y | +99.9% | -36.4% | +136.3% | +117.2% |
| 5Y | +131.4% | -27.7% | +159.2% | +140.1% |
| All | +421.1% | +66.9% | +354.2% | +342.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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