+129.7%
WMT vs RL
+241.4%
-111.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | +0.1% | +1.9% | -1.8% | -0.1% |
| 30D | -5.0% | -12.2% | +7.3% | -3.5% |
| 3M | -11.3% | -6.6% | -4.6% | -10.7% |
| 6M | -13.8% | +3.2% | -16.9% | -14.5% |
| YTD | -4.2% | -1.3% | -2.9% | -4.7% |
| 1Y | +4.6% | +13.6% | -9.0% | +1.9% |
| 3Y | +100.5% | +210.9% | -110.4% | +68.2% |
| 5Y | +129.7% | +246.9% | -117.2% | +85.9% |
| All | +129.7% | +241.4% | -111.7% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling