+26.0%
WMT vs FFIV
+28.7%
-2.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.3% |
| 7D | +2.0% | -0.5% | +2.6% | +2.0% |
| 30D | +10.3% | -32.4% | +42.7% | +8.1% |
| 3M | +11.0% | -25.7% | +36.6% | +9.4% |
| 6M | -2.3% | -13.5% | +11.2% | -2.7% |
| YTD | +15.7% | +21.1% | -5.4% | +16.2% |
| 1Y | +26.0% | +29.4% | -3.4% | +25.4% |
| All | +26.0% | +28.7% | -2.7% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling