-2.3%
WMT vs RIG
-16.1%
+13.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +1.5% |
| 7D | +2.0% | +5.7% | -3.7% | +2.1% |
| 30D | +10.3% | -0.7% | +11.0% | +9.5% |
| 3M | +11.0% | -3.1% | +14.1% | +9.9% |
| 6M | -2.3% | -16.3% | +14.0% | +1.3% |
| All | -2.3% | -16.1% | +13.7% | +1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling