+3,660.7%
WMT vs RIG
-41.1%
+3,701.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.0% |
| 7D | +0.1% | -2.7% | +2.8% | +0.2% |
| 30D | -5.0% | +9.5% | -14.5% | -5.4% |
| 3M | -11.3% | -6.6% | -4.6% | -11.1% |
| 6M | -13.8% | -2.9% | -10.9% | -13.9% |
| YTD | -4.2% | +39.5% | -43.7% | -5.9% |
| 1Y | +4.6% | +82.3% | -77.7% | +1.3% |
| 3Y | +100.5% | -29.6% | +130.1% | +99.9% |
| 5Y | +129.7% | +63.2% | +66.5% | +115.9% |
| 10Y | +423.4% | -45.0% | +468.4% | +378.0% |
| All | +3,660.7% | -41.1% | +3,701.8% | +3,042.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling