+4.3%
WMT vs FIX
+125.7%
-121.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.3% |
| 7D | -0.2% | +3.5% | -3.8% | -0.1% |
| 30D | -5.8% | -3.5% | -2.3% | -5.9% |
| 3M | -10.8% | -11.8% | +1.0% | -10.9% |
| 6M | -14.3% | +17.8% | -32.1% | -14.4% |
| YTD | -4.4% | +73.3% | -77.7% | -1.8% |
| 1Y | +4.3% | +128.1% | -123.8% | +10.7% |
| All | +4.3% | +125.7% | -121.3% | +10.7% |
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