+544.2%
WMT vs FIX
+3,564.5%
-3,020.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.6% |
| 7D | +2.0% | +9.4% | -7.4% | +1.2% |
| 30D | +10.3% | -27.8% | +38.0% | +13.0% |
| 3M | +11.0% | -35.6% | +46.5% | +14.6% |
| 6M | -2.3% | -45.2% | +42.9% | +2.0% |
| YTD | +15.7% | +19.5% | -3.8% | +10.0% |
| 1Y | +26.0% | +24.2% | +1.7% | +18.9% |
| 3Y | +136.5% | +494.2% | -357.7% | +72.9% |
| 5Y | +176.8% | +1,036.1% | -859.3% | +79.5% |
| All | +544.2% | +3,564.5% | -3,020.3% | +233.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling