+421.1%
WMT vs RBA
+195.3%
+225.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -2.5% | -3.3% | +0.8% | -2.1% |
| 30D | -6.4% | -9.8% | +3.4% | -5.4% |
| 3M | -12.1% | -23.5% | +11.3% | -9.6% |
| 6M | -15.0% | -21.5% | +6.6% | -12.9% |
| YTD | -4.5% | -21.2% | +16.7% | -2.6% |
| 1Y | +6.2% | -30.2% | +36.4% | +10.1% |
| 3Y | +99.9% | +25.3% | +74.6% | +90.7% |
| 5Y | +131.4% | +35.1% | +96.3% | +115.4% |
| All | +421.1% | +195.3% | +225.8% | +317.1% |
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