+1,906.3%
WMT vs RBA
+3,565.6%
-1,659.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | +3.9% | -2.9% | +6.9% | +4.3% |
| 30D | -4.4% | -12.3% | +7.9% | -2.9% |
| 3M | -8.8% | -20.5% | +11.7% | -6.4% |
| 6M | -15.6% | -18.5% | +2.9% | -13.8% |
| YTD | -3.2% | -18.2% | +15.0% | -1.5% |
| 1Y | +7.0% | -27.5% | +34.6% | +10.6% |
| 3Y | +105.3% | +38.1% | +67.2% | +93.6% |
| 5Y | +129.3% | +44.8% | +84.5% | +111.8% |
| 10Y | +423.9% | +187.1% | +236.8% | +331.4% |
| All | +1,906.3% | +3,565.6% | -1,659.2% | +970.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling