+27.4%
WMT vs FTI
+57.1%
-29.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.8% | +3.3% |
| 7D | +8.8% | -9.7% | +18.4% | +8.5% |
| 30D | +22.9% | -8.2% | +31.1% | +22.7% |
| 3M | +16.1% | -7.8% | +23.9% | +15.6% |
| 6M | -0.5% | -13.4% | +13.0% | -0.8% |
| YTD | +16.7% | +45.1% | -28.4% | +13.3% |
| 1Y | +27.4% | +54.6% | -27.2% | +29.3% |
| All | +27.4% | +57.1% | -29.7% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling