+6.2%
WMT vs FDS
-28.0%
+34.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.8% | +5.7% | +0.1% |
| 7D | -2.5% | -16.0% | +13.5% | -1.9% |
| 30D | -6.4% | -6.7% | +0.3% | -6.2% |
| 3M | -12.1% | +6.0% | -18.1% | -12.1% |
| 6M | -15.0% | +25.1% | -40.1% | -15.3% |
| YTD | -4.5% | -8.1% | +3.6% | -2.6% |
| 1Y | +6.2% | -26.0% | +32.2% | +9.6% |
| All | +6.2% | -28.0% | +34.1% | +9.6% |
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