+26.0%
WMT vs FDS
+25.7%
+0.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +2.0% | +1.5% | +0.6% | +2.0% |
| 30D | +10.3% | +14.8% | -4.6% | +9.7% |
| 3M | +11.0% | +16.3% | -5.3% | +10.3% |
| 6M | -2.3% | +66.2% | -68.6% | -3.0% |
| YTD | +15.7% | +16.2% | -0.5% | +17.7% |
| 1Y | +26.0% | +21.8% | +4.1% | +24.5% |
| All | +26.0% | +25.7% | +0.3% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling