+131.4%
WMT vs FND
-62.8%
+194.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -2.5% | -5.1% | +2.6% | -2.0% |
| 30D | -6.4% | -22.5% | +16.1% | -3.9% |
| 3M | -12.1% | -5.0% | -7.1% | -11.9% |
| 6M | -15.0% | -21.5% | +6.6% | -13.3% |
| YTD | -4.5% | -23.0% | +18.5% | -2.5% |
| 1Y | +6.2% | -44.9% | +51.1% | +12.1% |
| 3Y | +99.9% | -50.0% | +149.9% | +107.7% |
| 5Y | +131.4% | -63.3% | +194.8% | +133.7% |
| All | +131.4% | -62.8% | +194.3% | +133.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling