+23.6%
WMT vs FIX
+13.3%
+10.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +0.6% | -13.9% | +14.5% | -0.2% |
| 30D | +12.8% | -35.5% | +48.3% | +10.7% |
| 3M | +11.7% | -33.9% | +45.6% | +9.8% |
| 6M | -3.5% | -43.3% | +39.8% | -5.0% |
| YTD | +13.4% | +18.7% | -5.3% | +13.0% |
| 1Y | +23.6% | +13.8% | +9.9% | +23.0% |
| All | +23.6% | +13.3% | +10.3% | +23.0% |
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