-15.1%
WMT vs FPS
+22.4%
-37.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.0% | -7.6% | +1.5% |
| 7D | 0.0% | +1.5% | -1.5% | 0.0% |
| 30D | -7.4% | -16.9% | +9.4% | -7.9% |
| 3M | -10.9% | -45.3% | +34.5% | -11.3% |
| 6M | -12.7% | -10.3% | -2.4% | -14.2% |
| All | -15.1% | +22.4% | -37.4% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 10y: compounded portfolio wealth divided by compounded FPS 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…
10y analysis · Full analysis span regression · 6 months rolling