+130.8%
WMT vs FDS
-23.5%
+154.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.3% |
| 7D | -0.2% | -8.8% | +8.5% | +1.1% |
| 30D | -5.8% | -1.4% | -4.5% | -5.7% |
| 3M | -10.8% | +13.9% | -24.6% | -12.8% |
| 6M | -14.3% | +27.4% | -41.7% | -18.3% |
| YTD | -4.4% | -2.5% | -1.9% | -3.8% |
| 1Y | +4.3% | -23.8% | +28.1% | +11.1% |
| 3Y | +100.1% | -32.5% | +132.6% | +117.4% |
| 5Y | +130.8% | -23.2% | +154.0% | +138.6% |
| All | +130.8% | -23.5% | +154.3% | +138.6% |
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 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