+6.2%
WMT vs RBA
-30.1%
+36.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.2% |
| 7D | -2.5% | -3.3% | +0.8% | -2.7% |
| 30D | -6.4% | -9.8% | +3.4% | -7.0% |
| 3M | -12.1% | -23.5% | +11.3% | -12.8% |
| 6M | -15.0% | -21.5% | +6.6% | -15.7% |
| YTD | -4.5% | -21.2% | +16.7% | -6.7% |
| 1Y | +6.2% | -30.2% | +36.4% | +5.7% |
| All | +6.2% | -30.1% | +36.3% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling