+101.9%
WMT vs FTI
+267.9%
-166.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | 0.0% | -4.4% | +4.4% | +0.5% |
| 30D | -7.4% | +1.5% | -8.9% | -7.6% |
| 3M | -10.9% | +8.2% | -19.1% | -11.8% |
| 6M | -12.7% | +18.8% | -31.5% | -14.9% |
| YTD | -3.2% | +71.7% | -74.9% | -10.2% |
| 1Y | +5.3% | +90.0% | -84.8% | -3.8% |
| 3Y | +101.9% | +270.5% | -168.6% | +66.3% |
| All | +101.9% | +267.9% | -166.0% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling