+23.0%
WMT vs FN
-21.9%
+44.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.3% |
| 7D | -1.2% | +20.8% | -22.0% | -0.5% |
| 30D | +12.4% | -17.3% | +29.7% | +12.4% |
| 3M | +9.0% | -38.1% | +47.2% | +8.8% |
| 6M | -3.0% | -44.2% | +41.3% | -2.8% |
| YTD | +14.0% | -22.3% | +36.3% | +13.4% |
| 1Y | +23.0% | -20.9% | +44.0% | +23.5% |
| All | +23.0% | -21.9% | +44.9% | +23.5% |
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