-15.6%
WMT vs FN
-28.3%
+12.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.1% |
| 7D | +3.9% | -1.7% | +5.6% | +3.9% |
| 30D | -4.4% | -22.0% | +17.6% | -4.8% |
| 3M | -8.8% | -43.0% | +34.2% | -8.4% |
| 6M | -15.6% | -27.7% | +12.1% | -17.2% |
| All | -15.6% | -28.3% | +12.7% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling