+10,575.1%
WMT vs FICO
+78,645.2%
-68,070.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +1.6% | -0.9% | +2.6% | +1.7% |
| 30D | +16.1% | +3.3% | +12.7% | +15.4% |
| 3M | +12.3% | -31.7% | +44.0% | +15.5% |
| 6M | -3.1% | -34.0% | +30.9% | -0.3% |
| YTD | +13.4% | -58.3% | +71.7% | +21.3% |
| 1Y | +24.5% | -57.9% | +82.4% | +32.9% |
| 3Y | +135.7% | -24.1% | +159.8% | +133.8% |
| 5Y | +166.8% | +85.3% | +81.5% | +138.6% |
| 10Y | +543.5% | +520.3% | +23.2% | +402.1% |
| All | +10,575.1% | +78,645.2% | -68,070.0% | +5,758.7% |
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