+132.3%
WMT vs FN
+289.0%
-156.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.3% |
| 7D | +3.9% | -1.7% | +5.6% | +4.0% |
| 30D | -4.4% | -22.0% | +17.6% | -3.8% |
| 3M | -8.8% | -43.0% | +34.2% | -7.2% |
| 6M | -15.6% | -27.7% | +12.1% | -15.4% |
| YTD | -3.2% | -10.5% | +7.3% | -4.1% |
| 1Y | +7.0% | +12.5% | -5.4% | +4.4% |
| 3Y | +105.3% | +153.8% | -48.5% | +84.9% |
| All | +132.3% | +289.0% | -156.7% | +96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling