+8,919.3%
WMT vs FITB
+2,836.2%
+6,083.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.9% |
| 7D | +0.1% | +2.8% | -2.7% | -0.3% |
| 30D | -5.0% | -4.5% | -0.4% | -4.4% |
| 3M | -11.3% | +5.7% | -16.9% | -12.0% |
| 6M | -13.8% | +17.1% | -30.9% | -15.8% |
| YTD | -4.2% | +18.3% | -22.5% | -6.7% |
| 1Y | +4.6% | +23.9% | -19.3% | +1.1% |
| 3Y | +100.5% | +131.1% | -30.6% | +76.2% |
| 5Y | +129.7% | +71.1% | +58.6% | +106.9% |
| 10Y | +423.4% | +283.9% | +139.6% | +299.8% |
| All | +8,919.3% | +2,836.2% | +6,083.0% | +3,285.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling