+428.1%
WMT vs RIG
-41.2%
+469.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.4% |
| 7D | 0.0% | -3.1% | +3.1% | +0.1% |
| 30D | -7.4% | -0.5% | -6.9% | -7.4% |
| 3M | -10.9% | -6.0% | -4.9% | -10.8% |
| 6M | -12.7% | -10.1% | -2.5% | -12.5% |
| YTD | -3.2% | +37.3% | -40.5% | -4.2% |
| 1Y | +5.3% | +73.9% | -68.7% | +3.4% |
| 3Y | +101.9% | -30.2% | +132.0% | +101.3% |
| 5Y | +134.6% | +62.5% | +72.1% | +126.4% |
| All | +428.1% | -41.2% | +469.2% | +405.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling