+814.0%
WMT vs FN
+3,620.5%
-2,806.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.4% |
| 3M | -8.8% | -43.0% | +34.2% | -6.6% |
| 6M | -15.6% | -27.7% | +12.1% | -15.2% |
| YTD | -3.2% | -10.5% | +7.3% | -4.1% |
| 1Y | +7.0% | +12.5% | -5.4% | +4.3% |
| 3Y | +105.3% | +153.8% | -48.5% | +86.4% |
| 5Y | +129.3% | +288.0% | -158.7% | +100.2% |
| 10Y | +423.9% | +906.4% | -482.5% | +327.0% |
| All | +814.0% | +3,620.5% | -2,806.5% | +596.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling