+100.5%
WMT vs FGI
-6.2%
+106.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.0% |
| 7D | +0.1% | +5.2% | -5.0% | +0.1% |
| 30D | -5.0% | +65.2% | -70.2% | -4.5% |
| 3M | -11.3% | +30.2% | -41.5% | -10.9% |
| 6M | -13.8% | +87.8% | -101.6% | -12.9% |
| YTD | -4.2% | +32.5% | -36.7% | -3.5% |
| 1Y | +4.6% | +93.6% | -89.0% | +6.6% |
| 3Y | +100.5% | -2.6% | +103.1% | +107.1% |
| All | +100.5% | -6.2% | +106.7% | +107.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling