+24.1%
WMT vs FGI
+57.4%
-33.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.2% | -5.8% | +0.4% |
| 7D | -1.2% | +13.5% | -14.7% | -1.2% |
| 30D | +12.4% | +17.1% | -4.7% | +12.4% |
| 3M | +9.0% | +78.0% | -69.0% | +9.1% |
| 6M | -3.0% | +46.4% | -49.4% | -2.9% |
| YTD | +14.0% | +47.7% | -33.7% | +13.8% |
| All | +24.1% | +57.4% | -33.3% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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