+3,580.0%
WMT vs FIX
+7,843.3%
-4,263.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.4% | -7.2% | -2.2% |
| 7D | +1.6% | -17.5% | +19.1% | +3.1% |
| 30D | +16.1% | -41.6% | +57.6% | +21.1% |
| 3M | +12.3% | -40.6% | +52.9% | +16.7% |
| 6M | -3.1% | -49.4% | +46.3% | +1.7% |
| YTD | +13.4% | +9.2% | +4.2% | +10.1% |
| 1Y | +24.5% | +6.5% | +18.0% | +20.9% |
| 3Y | +135.7% | +448.7% | -313.0% | +89.4% |
| 5Y | +166.8% | +948.7% | -781.9% | +98.9% |
| 10Y | +543.4% | +3,659.7% | -3,116.3% | +312.0% |
| All | +3,580.0% | +7,843.3% | -4,263.3% | +1,831.6% |
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 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