+3,712.3%
WMT vs RL
+1,573.0%
+2,139.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +0.6% | +1.3% | -0.8% | +0.3% |
| 30D | +12.8% | +7.6% | +5.1% | +11.2% |
| 3M | +11.7% | -1.5% | +13.2% | +11.8% |
| 6M | -3.5% | +12.1% | -15.6% | -6.2% |
| YTD | +13.4% | +13.9% | -0.5% | +9.6% |
| 1Y | +23.6% | +20.7% | +3.0% | +18.1% |
| 3Y | +133.9% | +260.6% | -126.7% | +80.0% |
| 5Y | +170.1% | +248.9% | -78.7% | +104.4% |
| 10Y | +523.5% | +355.9% | +167.6% | +315.6% |
| All | +3,712.3% | +1,573.0% | +2,139.3% | +1,380.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling