+27.4%
WMT vs RIG
+43.0%
-15.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -7.6% | +11.1% | +3.6% |
| 7D | +8.8% | -18.8% | +27.5% | +9.1% |
| 30D | +22.9% | -1.1% | +24.0% | +22.4% |
| 3M | +16.1% | +4.4% | +11.7% | +14.9% |
| 6M | -0.5% | -20.8% | +20.3% | +0.7% |
| YTD | +16.7% | +32.0% | -15.3% | +17.8% |
| 1Y | +27.4% | +39.7% | -12.4% | +30.9% |
| All | +27.4% | +43.0% | -15.7% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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