+10.5%
WMT vs FIG
-71.6%
+82.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -1.3% |
| 7D | +3.9% | -16.3% | +20.2% | +3.5% |
| 30D | -4.4% | -14.3% | +9.9% | -4.6% |
| 3M | -8.8% | +7.2% | -15.9% | -8.5% |
| 6M | -15.6% | -18.6% | +3.0% | -15.8% |
| YTD | -3.2% | -35.5% | +32.2% | -2.6% |
| 1Y | +7.0% | -55.8% | +62.8% | +8.4% |
| All | +10.5% | -71.6% | +82.2% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling