+1,005.3%
WMT vs FFIV
+7,518.9%
-6,513.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +3.9% | -1.0% | +4.9% | +4.0% |
| 30D | -4.4% | -5.1% | +0.7% | -4.1% |
| 3M | -8.8% | -4.5% | -4.3% | -8.6% |
| 6M | -15.6% | +36.5% | -52.1% | -17.6% |
| YTD | -3.2% | +53.0% | -56.2% | -6.3% |
| 1Y | +7.0% | +24.2% | -17.2% | +5.0% |
| 3Y | +105.3% | +137.2% | -31.9% | +92.5% |
| 5Y | +129.3% | +91.8% | +37.5% | +116.8% |
| 10Y | +423.9% | +215.2% | +208.8% | +376.1% |
| All | +1,005.3% | +7,518.9% | -6,513.6% | +578.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling