+260.6%
WMT vs FOXA
+86.3%
+174.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | 0.0% |
| 7D | -0.2% | -5.4% | +5.2% | +0.4% |
| 30D | -5.8% | +1.1% | -7.0% | -6.0% |
| 3M | -10.8% | -6.1% | -4.6% | -10.4% |
| 6M | -14.3% | +8.2% | -22.6% | -15.6% |
| YTD | -4.4% | -11.8% | +7.4% | -3.4% |
| 1Y | +4.3% | +9.9% | -5.6% | +2.2% |
| 3Y | +100.1% | +110.7% | -10.7% | +79.6% |
| 5Y | +130.8% | +86.9% | +43.9% | +108.6% |
| All | +260.6% | +86.3% | +174.3% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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