+423.4%
WMT vs FIX
+5,976.4%
-5,553.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.2% |
| 7D | +0.1% | +6.1% | -5.9% | -0.5% |
| 30D | -5.0% | -2.7% | -2.3% | -4.8% |
| 3M | -11.3% | -10.9% | -0.3% | -10.8% |
| 6M | -13.8% | +29.0% | -42.8% | -17.2% |
| YTD | -4.2% | +76.9% | -81.1% | -11.5% |
| 1Y | +4.6% | +130.7% | -126.2% | -7.2% |
| 3Y | +100.5% | +790.7% | -690.2% | +42.3% |
| 5Y | +129.7% | +2,185.6% | -2,055.9% | +38.6% |
| 10Y | +423.4% | +5,993.3% | -5,569.9% | +163.9% |
| All | +423.4% | +5,976.4% | -5,553.0% | +163.9% |
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