+394.4%
WMT vs FTAI
+2,432.1%
-2,037.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.6% | 0.0% |
| 7D | -0.2% | -0.2% | -0.1% | -0.2% |
| 30D | -5.8% | -13.6% | +7.8% | -5.5% |
| 3M | -10.8% | -20.6% | +9.8% | -10.3% |
| 6M | -14.3% | -32.6% | +18.2% | -13.7% |
| YTD | -4.4% | -5.4% | +1.0% | -4.7% |
| 1Y | +4.3% | +12.9% | -8.5% | +3.3% |
| 3Y | +100.1% | +428.1% | -328.1% | +88.0% |
| 5Y | +130.8% | +863.0% | -732.2% | +113.2% |
| 10Y | +433.7% | +3,092.6% | -2,658.9% | +404.3% |
| All | +394.4% | +2,432.1% | -2,037.7% | +368.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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