+101.9%
WMT vs FND
-50.3%
+152.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.3% |
| 7D | 0.0% | -5.8% | +5.8% | +0.5% |
| 30D | -7.4% | -20.2% | +12.8% | -5.6% |
| 3M | -10.9% | -12.0% | +1.1% | -10.0% |
| 6M | -12.7% | -18.5% | +5.8% | -11.4% |
| YTD | -3.2% | -22.3% | +19.0% | -1.5% |
| 1Y | +5.3% | -47.6% | +52.9% | +10.6% |
| 3Y | +101.9% | -49.8% | +151.6% | +105.0% |
| All | +101.9% | -50.3% | +152.1% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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