+933.5%
WMT vs FTI
+2,107.5%
-1,174.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -0.2% | -2.3% | +2.1% | 0.0% |
| 30D | -5.8% | +5.0% | -10.9% | -6.3% |
| 3M | -10.8% | +13.8% | -24.6% | -12.0% |
| 6M | -14.3% | +22.9% | -37.2% | -16.2% |
| YTD | -4.4% | +75.0% | -79.4% | -9.7% |
| 1Y | +4.3% | +96.9% | -92.6% | -2.6% |
| 3Y | +100.1% | +276.7% | -176.7% | +73.8% |
| 5Y | +130.8% | +1,157.0% | -1,026.2% | +75.4% |
| 10Y | +433.7% | +310.7% | +123.0% | +326.5% |
| All | +933.5% | +2,107.5% | -1,174.0% | +478.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling