+130.8%
WMT vs FE
+46.0%
+84.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -0.2% | -0.2% | -0.1% | -0.2% |
| 30D | -5.8% | -1.2% | -4.7% | -5.5% |
| 3M | -10.8% | +1.7% | -12.4% | -11.1% |
| 6M | -14.3% | -7.5% | -6.9% | -12.7% |
| YTD | -4.4% | +6.3% | -10.7% | -6.0% |
| 1Y | +4.3% | +10.9% | -6.5% | +1.5% |
| 3Y | +100.1% | +46.9% | +53.1% | +79.3% |
| 5Y | +130.8% | +47.6% | +83.2% | +106.4% |
| All | +130.8% | +46.0% | +84.8% | +106.4% |
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