+7.0%
WMT vs FIX
+128.3%
-121.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.1% |
| 7D | +3.9% | +6.0% | -2.1% | +4.2% |
| 30D | -4.4% | -7.2% | +2.8% | -4.7% |
| 3M | -8.8% | -15.9% | +7.1% | -8.9% |
| 6M | -15.6% | +12.7% | -28.4% | -15.8% |
| YTD | -3.2% | +72.8% | -76.0% | -0.8% |
| 1Y | +7.0% | +122.9% | -115.8% | +12.3% |
| All | +7.0% | +128.3% | -121.2% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling