+136.5%
WMT vs FGI
-16.0%
+152.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -25.2% | +26.7% | +1.4% |
| 7D | +2.0% | -14.4% | +16.4% | +2.0% |
| 30D | +10.3% | -11.8% | +22.0% | +10.2% |
| 3M | +11.0% | -46.2% | +57.2% | +10.7% |
| 6M | -2.3% | +5.2% | -7.5% | -2.0% |
| YTD | +15.7% | +10.5% | +5.2% | +16.5% |
| 1Y | +26.0% | +25.5% | +0.5% | +27.2% |
| 3Y | +136.5% | -16.0% | +152.5% | +144.2% |
| All | +136.5% | -16.0% | +152.5% | +144.2% |
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 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