+102.9%
WMT vs FIX
+765.6%
-662.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.2% |
| 7D | +3.9% | +6.0% | -2.1% | +3.7% |
| 30D | -4.4% | -7.2% | +2.8% | -4.2% |
| 3M | -8.8% | -15.9% | +7.1% | -8.4% |
| 6M | -15.6% | +12.7% | -28.4% | -16.7% |
| YTD | -3.2% | +72.8% | -76.0% | -6.5% |
| 1Y | +7.0% | +122.9% | -115.8% | +1.4% |
| All | +102.9% | +765.6% | -662.7% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling