+3,153.3%
WMT vs RL
+1,366.2%
+1,787.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.5% |
| 7D | +3.9% | -0.8% | +4.7% | +4.0% |
| 30D | -4.4% | -7.8% | +3.4% | -3.1% |
| 3M | -8.8% | -4.0% | -4.8% | -8.4% |
| 6M | -15.6% | -1.9% | -13.8% | -16.1% |
| YTD | -3.2% | -0.2% | -3.1% | -4.2% |
| 1Y | +7.0% | +10.7% | -3.6% | +3.8% |
| 3Y | +105.3% | +210.8% | -105.5% | +62.2% |
| 5Y | +129.3% | +238.2% | -109.0% | +73.9% |
| 10Y | +423.9% | +313.4% | +110.6% | +254.9% |
| All | +3,153.3% | +1,366.2% | +1,787.1% | +1,194.2% |
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