+135.7%
WMT vs FN
+101.0%
+34.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.7% | -13.4% | -1.7% |
| 7D | +1.6% | 0.0% | +1.7% | +1.6% |
| 30D | +16.1% | -34.3% | +50.4% | +16.5% |
| 3M | +12.3% | -39.9% | +52.1% | +12.8% |
| 6M | -3.1% | -51.8% | +48.7% | -2.2% |
| YTD | +13.4% | -28.1% | +41.5% | +12.7% |
| 1Y | +24.5% | -29.1% | +53.6% | +23.8% |
| 3Y | +135.7% | +102.4% | +33.2% | +114.5% |
| All | +135.7% | +101.0% | +34.7% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling