+391.2%
WMT vs FND
+58.4%
+332.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.5% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | -5.0% | -23.6% | +18.6% | -2.3% |
| 3M | -11.3% | +4.3% | -15.6% | -12.0% |
| 6M | -13.8% | -20.3% | +6.5% | -12.3% |
| YTD | -4.2% | -21.3% | +17.1% | -2.5% |
| 1Y | +4.6% | -45.4% | +49.9% | +10.4% |
| 3Y | +100.5% | -48.9% | +149.4% | +108.7% |
| 5Y | +129.7% | -61.0% | +190.7% | +139.6% |
| All | +391.2% | +58.4% | +332.8% | +322.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling