+10,632.1%
WMT vs FICO
+80,079.1%
-69,447.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | -1.2% | +1.4% | -2.6% | -1.3% |
| 30D | +12.4% | -0.8% | +13.2% | +12.3% |
| 3M | +9.0% | -31.3% | +40.3% | +12.1% |
| 6M | -3.0% | -33.9% | +31.0% | -0.2% |
| YTD | +14.0% | -57.6% | +71.6% | +21.7% |
| 1Y | +23.0% | -59.7% | +82.7% | +32.0% |
| 3Y | +135.1% | -28.0% | +163.1% | +134.5% |
| 5Y | +172.7% | +91.0% | +81.8% | +143.2% |
| 10Y | +528.1% | +529.4% | -1.3% | +389.4% |
| All | +10,632.1% | +80,079.1% | -69,447.0% | +5,779.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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