+3,041.1%
WMT vs FIX
+12,471.5%
-9,430.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.4% |
| 7D | +3.9% | +6.0% | -2.1% | +3.4% |
| 30D | -4.4% | -7.2% | +2.8% | -3.8% |
| 3M | -8.8% | -15.9% | +7.1% | -7.9% |
| 6M | -15.6% | +12.7% | -28.4% | -17.4% |
| YTD | -3.2% | +72.8% | -76.0% | -9.2% |
| 1Y | +7.0% | +122.9% | -115.8% | -2.6% |
| 3Y | +105.3% | +774.3% | -669.0% | +59.0% |
| 5Y | +129.3% | +2,049.5% | -1,920.2% | +60.8% |
| 10Y | +423.9% | +5,821.5% | -5,397.5% | +223.9% |
| All | +3,041.1% | +12,471.5% | -9,430.3% | +1,493.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling