+99.2%
WMT vs FTV
-5.5%
+104.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.2% |
| 7D | -2.5% | -5.2% | +2.7% | -1.9% |
| 30D | -6.4% | -11.5% | +5.1% | -5.1% |
| 3M | -12.1% | -9.0% | -3.1% | -11.2% |
| 6M | -15.0% | -2.0% | -12.9% | -15.2% |
| YTD | -4.5% | -0.9% | -3.6% | -5.4% |
| 1Y | +6.2% | +14.8% | -8.6% | +2.0% |
| All | +99.2% | -5.5% | +104.7% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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