+9,012.0%
WMT vs FITB
+2,855.6%
+6,156.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +3.9% | +0.6% | +3.3% | +3.8% |
| 30D | -4.4% | -4.7% | +0.3% | -3.8% |
| 3M | -8.8% | +6.7% | -15.5% | -9.7% |
| 6M | -15.6% | +12.6% | -28.2% | -17.2% |
| YTD | -3.2% | +19.1% | -22.3% | -5.8% |
| 1Y | +7.0% | +22.6% | -15.6% | +3.6% |
| 3Y | +105.3% | +127.1% | -21.8% | +80.9% |
| 5Y | +129.3% | +71.8% | +57.4% | +106.4% |
| 10Y | +423.9% | +287.2% | +136.7% | +299.6% |
| All | +9,012.0% | +2,855.6% | +6,156.3% | +3,317.4% |
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