+172.7%
WMT vs FDS
-23.2%
+196.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.6% |
| 7D | -1.2% | -2.6% | +1.4% | -0.8% |
| 30D | +12.4% | +14.1% | -1.7% | +10.2% |
| 3M | +9.0% | +19.8% | -10.7% | +5.9% |
| 6M | -3.0% | +55.0% | -57.9% | -10.0% |
| YTD | +14.0% | +15.9% | -1.9% | +11.7% |
| 1Y | +23.0% | +24.2% | -1.2% | +18.3% |
| 3Y | +135.1% | -24.0% | +159.1% | +152.8% |
| 5Y | +172.7% | -23.3% | +196.1% | +175.2% |
| All | +172.7% | -23.2% | +196.0% | +175.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling