+523.5%
WMT vs FE
+110.9%
+412.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | +12.8% | +4.3% | +8.4% | +11.6% |
| 3M | +11.7% | +0.4% | +11.3% | +11.6% |
| 6M | -3.5% | +6.9% | -10.5% | -5.1% |
| YTD | +13.4% | +8.0% | +5.4% | +11.2% |
| 1Y | +23.6% | +4.8% | +18.8% | +22.0% |
| 3Y | +133.9% | +49.0% | +84.9% | +110.4% |
| 5Y | +170.1% | +46.2% | +123.9% | +142.5% |
| 10Y | +523.5% | +120.9% | +402.6% | +420.9% |
| All | +523.5% | +110.9% | +412.6% | +420.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling