+4.3%
WMT vs RL
+9.8%
-5.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.3% |
| 7D | -0.2% | -0.3% | 0.0% | -0.2% |
| 30D | -5.8% | -17.5% | +11.7% | -6.3% |
| 3M | -10.8% | -14.0% | +3.2% | -11.0% |
| 6M | -14.3% | -2.0% | -12.4% | -13.3% |
| YTD | -4.4% | -4.6% | +0.2% | -3.8% |
| 1Y | +4.3% | +9.5% | -5.2% | +7.3% |
| All | +4.3% | +9.8% | -5.5% | +7.3% |
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