+4.6%
WMT vs FN
+11.2%
-6.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.0% |
| 7D | +0.1% | +3.5% | -3.4% | +0.2% |
| 30D | -5.0% | -26.0% | +21.0% | -5.4% |
| 3M | -11.3% | -33.3% | +22.0% | -11.4% |
| 6M | -13.8% | -14.9% | +1.1% | -14.0% |
| YTD | -4.2% | -8.6% | +4.4% | -3.9% |
| 1Y | +4.6% | +12.3% | -7.8% | +8.5% |
| All | +4.6% | +11.2% | -6.6% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling