+446.3%
WMT vs RNG
+305.9%
+140.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -0.2% | -4.1% | +3.8% | 0.0% |
| 30D | -5.8% | +8.6% | -14.5% | -6.3% |
| 3M | -10.8% | +78.0% | -88.7% | -13.8% |
| 6M | -14.3% | +67.0% | -81.4% | -17.2% |
| YTD | -4.4% | +142.4% | -146.8% | -10.2% |
| 1Y | +4.3% | +120.4% | -116.1% | -1.5% |
| 3Y | +100.1% | +122.1% | -22.1% | +85.9% |
| 5Y | +130.8% | -69.8% | +200.7% | +135.3% |
| 10Y | +433.7% | +223.4% | +210.3% | +384.4% |
| All | +446.3% | +305.9% | +140.4% | +399.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling