+544.2%
WMT vs FN
+700.1%
-155.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.3% | +8.8% | +1.8% |
| 7D | +2.0% | +0.3% | +1.8% | +2.0% |
| 30D | +10.3% | -16.5% | +26.8% | +10.9% |
| 3M | +11.0% | -42.1% | +53.1% | +13.5% |
| 6M | -2.3% | -52.9% | +50.5% | +0.6% |
| YTD | +15.7% | -28.0% | +43.7% | +15.0% |
| 1Y | +26.0% | -18.5% | +44.5% | +23.9% |
| 3Y | +136.5% | +93.9% | +42.6% | +110.3% |
| 5Y | +176.8% | +170.5% | +6.3% | +134.3% |
| All | +544.2% | +700.1% | -155.9% | +387.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling