+9.2%
WMT vs FIG
-74.1%
+83.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.0% | -0.3% |
| 7D | -0.2% | -14.5% | +14.2% | -0.6% |
| 30D | -5.8% | -13.3% | +7.5% | -6.1% |
| 3M | -10.8% | +7.4% | -18.2% | -10.4% |
| 6M | -14.3% | -27.8% | +13.4% | -14.8% |
| YTD | -4.4% | -41.1% | +36.7% | -3.9% |
| 1Y | +4.3% | -58.7% | +63.1% | +5.4% |
| All | +9.2% | -74.1% | +83.3% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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