+523.5%
WMT vs FIX
+3,723.8%
-3,200.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +0.6% | -13.9% | +14.5% | +1.6% |
| 30D | +12.8% | -35.5% | +48.3% | +16.7% |
| 3M | +11.7% | -33.9% | +45.6% | +15.1% |
| 6M | -3.5% | -43.3% | +39.8% | +0.4% |
| YTD | +13.4% | +18.7% | -5.3% | +7.9% |
| 1Y | +23.6% | +13.8% | +9.9% | +17.9% |
| 3Y | +133.9% | +495.0% | -361.1% | +71.0% |
| 5Y | +170.1% | +1,049.0% | -878.9% | +74.9% |
| 10Y | +523.5% | +3,644.4% | -3,120.9% | +223.6% |
| All | +523.5% | +3,723.8% | -3,200.3% | +223.6% |
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