+23.0%
WMT vs RL
+17.3%
+5.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | -1.2% | +2.4% | -3.6% | -1.3% |
| 30D | +12.4% | +4.6% | +7.8% | +12.4% |
| 3M | +9.0% | -1.1% | +10.2% | +8.8% |
| 6M | -3.0% | +16.5% | -19.5% | -1.8% |
| YTD | +14.0% | +11.4% | +2.6% | +14.9% |
| 1Y | +23.0% | +16.1% | +6.9% | +24.4% |
| All | +23.0% | +17.3% | +5.8% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling