-3.1%
WMT vs FE
+4.5%
-7.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +1.6% | 0.0% | +1.7% | +1.7% |
| 30D | +16.1% | +5.2% | +10.9% | +13.9% |
| 3M | +12.3% | 0.0% | +12.3% | +12.0% |
| 6M | -3.1% | +5.0% | -8.1% | -4.0% |
| All | -3.1% | +4.5% | -7.6% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling