+534.7%
WMT vs FN
+763.2%
-228.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.6% |
| 7D | -1.2% | +20.8% | -22.0% | -2.1% |
| 30D | +12.4% | -17.3% | +29.7% | +13.1% |
| 3M | +9.0% | -38.1% | +47.2% | +11.2% |
| 6M | -3.0% | -44.2% | +41.3% | -0.9% |
| YTD | +14.0% | -22.3% | +36.3% | +12.9% |
| 1Y | +23.0% | -20.9% | +44.0% | +21.5% |
| 3Y | +135.1% | +111.1% | +24.0% | +108.2% |
| 5Y | +172.7% | +191.8% | -19.1% | +130.1% |
| All | +534.7% | +763.2% | -228.5% | +378.5% |
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