+99.4%
WMT vs FITB
+128.2%
-28.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -0.2% | -0.4% | +0.1% | -0.2% |
| 30D | -5.8% | -5.1% | -0.7% | -5.3% |
| 3M | -10.8% | +3.5% | -14.3% | -11.2% |
| 6M | -14.3% | +17.2% | -31.6% | -16.1% |
| YTD | -4.4% | +17.6% | -22.0% | -6.7% |
| 1Y | +4.3% | +23.4% | -19.0% | +1.0% |
| All | +99.4% | +128.2% | -28.8% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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