+525.5%
WMT vs RBA
+209.3%
+316.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -2.7% | +0.6% | -3.3% | -2.8% |
| 30D | +11.1% | +9.0% | +2.2% | +10.0% |
| 3M | +11.2% | +7.2% | +4.1% | +10.2% |
| 6M | -1.3% | -7.8% | +6.5% | -0.7% |
| YTD | +13.5% | -6.4% | +19.9% | +13.4% |
| 1Y | +22.5% | -4.2% | +26.7% | +22.0% |
| 3Y | +134.1% | +64.1% | +70.1% | +116.4% |
| 5Y | +170.3% | +48.4% | +121.9% | +149.8% |
| 10Y | +525.5% | +209.9% | +315.6% | +404.9% |
| All | +525.5% | +209.3% | +316.2% | +404.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling