+9,012.0%
WMT vs FDX
+4,233.7%
+4,778.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +3.9% | -2.5% | +6.5% | +4.5% |
| 30D | -4.4% | +3.8% | -8.2% | -5.3% |
| 3M | -8.8% | -1.3% | -7.5% | -8.8% |
| 6M | -15.6% | +5.0% | -20.7% | -17.1% |
| YTD | -3.2% | +39.6% | -42.9% | -11.2% |
| 1Y | +7.0% | +81.1% | -74.1% | -7.9% |
| 3Y | +105.3% | +63.0% | +42.3% | +76.6% |
| 5Y | +129.3% | +65.6% | +63.6% | +90.5% |
| 10Y | +423.9% | +183.4% | +240.6% | +256.9% |
| All | +9,012.0% | +4,233.7% | +4,778.3% | +2,327.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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