+131.4%
WMT vs FTI
+1,109.5%
-978.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.1% |
| 7D | -2.5% | -5.6% | +3.1% | -2.0% |
| 30D | -6.4% | +0.4% | -6.8% | -6.5% |
| 3M | -12.1% | +8.1% | -20.2% | -12.8% |
| 6M | -15.0% | +16.7% | -31.7% | -16.3% |
| YTD | -4.5% | +70.0% | -74.5% | -9.1% |
| 1Y | +6.2% | +85.4% | -79.3% | +0.2% |
| 3Y | +99.9% | +265.9% | -166.1% | +76.9% |
| 5Y | +131.4% | +1,072.7% | -941.3% | +92.2% |
| All | +131.4% | +1,109.5% | -978.1% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling