-3.1%
WMT vs FIX
-49.0%
+45.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.4% | -7.2% | -1.0% |
| 7D | +1.6% | -17.5% | +19.1% | -0.8% |
| 30D | +16.1% | -41.6% | +57.6% | +8.4% |
| 3M | +12.3% | -40.6% | +52.9% | +5.1% |
| 6M | -3.1% | -49.4% | +46.3% | -11.1% |
| All | -3.1% | -49.0% | +45.9% | -11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling