+168.5%
WMT vs FE
+43.6%
+124.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +1.6% | 0.0% | +1.7% | +1.7% |
| 30D | +16.1% | +5.2% | +10.9% | +14.5% |
| 3M | +12.3% | 0.0% | +12.3% | +12.3% |
| 6M | -3.1% | +5.0% | -8.1% | -4.4% |
| YTD | +13.4% | +7.9% | +5.5% | +11.1% |
| 1Y | +24.5% | +6.3% | +18.1% | +22.4% |
| 3Y | +135.7% | +46.0% | +89.7% | +111.8% |
| All | +168.5% | +43.6% | +124.9% | +145.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling