+3,980.7%
WMT vs FDS
+9,502.8%
-5,522.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.6% |
| 7D | +3.9% | -1.9% | +5.8% | +4.3% |
| 30D | -4.4% | +9.0% | -13.4% | -6.0% |
| 3M | -8.8% | +18.9% | -27.6% | -12.0% |
| 6M | -15.6% | +35.1% | -50.8% | -21.0% |
| YTD | -3.2% | +5.5% | -8.7% | -5.7% |
| 1Y | +7.0% | -16.8% | +23.9% | +8.6% |
| 3Y | +105.3% | -28.1% | +133.4% | +112.7% |
| 5Y | +129.3% | -17.4% | +146.7% | +129.8% |
| 10Y | +423.9% | +85.4% | +338.5% | +345.7% |
| All | +3,980.7% | +9,502.8% | -5,522.1% | +1,552.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling