+421.1%
WMT vs RL
+308.3%
+112.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -2.5% | -2.2% | -0.3% | -2.3% |
| 30D | -6.4% | -15.3% | +8.9% | -4.8% |
| 3M | -12.1% | -10.3% | -1.8% | -11.2% |
| 6M | -15.0% | -2.2% | -12.7% | -15.1% |
| YTD | -4.5% | -4.3% | -0.2% | -4.6% |
| 1Y | +6.2% | +8.9% | -2.7% | +4.3% |
| 3Y | +99.9% | +201.4% | -101.5% | +73.2% |
| 5Y | +131.4% | +230.6% | -99.1% | +95.6% |
| All | +421.1% | +308.3% | +112.7% | +314.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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