+1,196.5%
WMT vs FFIV
+6,144.1%
-4,947.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -2.7% | -2.9% | +0.2% | -2.5% |
| 30D | +11.1% | -32.4% | +43.5% | +13.7% |
| 3M | +11.2% | -22.7% | +33.9% | +12.8% |
| 6M | -1.3% | -10.7% | +9.4% | -1.0% |
| YTD | +13.5% | +25.4% | -11.8% | +11.0% |
| 1Y | +22.5% | +34.2% | -11.7% | +19.3% |
| 3Y | +134.1% | +101.2% | +32.9% | +121.3% |
| 5Y | +170.3% | +42.0% | +128.3% | +160.0% |
| 10Y | +525.5% | +126.7% | +398.8% | +478.7% |
| All | +1,196.5% | +6,144.1% | -4,947.6% | +703.6% |
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