+130.8%
WMT vs FIX
+2,151.9%
-2,021.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | -0.2% | +3.5% | -3.8% | -0.4% |
| 30D | -5.8% | -3.5% | -2.3% | -5.7% |
| 3M | -10.8% | -11.8% | +1.0% | -10.4% |
| 6M | -14.3% | +17.8% | -32.1% | -16.1% |
| YTD | -4.4% | +73.3% | -77.7% | -9.1% |
| 1Y | +4.3% | +128.1% | -123.8% | -3.7% |
| 3Y | +100.1% | +772.7% | -672.6% | +55.2% |
| 5Y | +130.8% | +2,166.5% | -2,035.6% | +54.6% |
| All | +130.8% | +2,151.9% | -2,021.1% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling