+4,442.2%
WMT vs RIG
-43.4%
+4,485.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +1.3% |
| 7D | +2.0% | +5.7% | -3.7% | +1.8% |
| 30D | +10.3% | -0.7% | +11.0% | +10.2% |
| 3M | +11.0% | -3.1% | +14.1% | +10.9% |
| 6M | -2.3% | -16.3% | +14.0% | -1.9% |
| YTD | +15.7% | +34.1% | -18.4% | +13.6% |
| 1Y | +26.0% | +38.2% | -12.2% | +23.5% |
| 3Y | +136.5% | -15.3% | +151.8% | +133.6% |
| 5Y | +176.8% | +62.5% | +114.4% | +160.2% |
| 10Y | +537.5% | -46.6% | +584.1% | +482.8% |
| All | +4,442.2% | -43.4% | +4,485.6% | +3,696.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling