-15.6%
WMT vs RL
-2.7%
-12.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.2% |
| 7D | +3.9% | -0.8% | +4.7% | +3.9% |
| 30D | -4.4% | -7.8% | +3.4% | -4.5% |
| 3M | -8.8% | -4.0% | -4.8% | -8.7% |
| 6M | -15.6% | -1.9% | -13.8% | -13.6% |
| All | -15.6% | -2.7% | -12.9% | -13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling