+135.9%
WMT vs RNG
-68.4%
+204.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | 0.0% | -6.1% | +6.1% | +0.3% |
| 30D | -7.4% | +9.6% | -17.0% | -7.8% |
| 3M | -10.9% | +83.3% | -94.2% | -13.2% |
| 6M | -12.7% | +77.9% | -90.6% | -15.1% |
| YTD | -3.2% | +139.9% | -143.1% | -7.7% |
| 1Y | +5.3% | +121.7% | -116.4% | +0.7% |
| 3Y | +101.9% | +121.9% | -20.0% | +90.1% |
| All | +135.9% | -68.4% | +204.3% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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