+3,699.3%
WMT vs RIG
-40.2%
+3,739.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.1% |
| 7D | +3.9% | +0.9% | +3.1% | +3.9% |
| 30D | -4.4% | +13.8% | -18.2% | -5.0% |
| 3M | -8.8% | -6.4% | -2.4% | -8.6% |
| 6M | -15.6% | -8.2% | -7.5% | -15.5% |
| YTD | -3.2% | +41.6% | -44.9% | -5.0% |
| 1Y | +7.0% | +88.7% | -81.7% | +3.5% |
| 3Y | +105.3% | -30.9% | +136.2% | +104.8% |
| 5Y | +129.3% | +57.7% | +71.6% | +115.8% |
| 10Y | +423.9% | -39.3% | +463.2% | +375.5% |
| All | +3,699.3% | -40.2% | +3,739.5% | +3,073.1% |
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