+8,919.3%
WMT vs ROK
+15,675.2%
-6,755.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | +0.1% | +2.8% | -2.7% | -0.4% |
| 30D | -5.0% | -2.4% | -2.6% | -4.5% |
| 3M | -11.3% | -4.7% | -6.6% | -10.8% |
| 6M | -13.8% | +16.8% | -30.5% | -17.2% |
| YTD | -4.2% | +11.4% | -15.6% | -7.4% |
| 1Y | +4.6% | +26.2% | -21.6% | -1.7% |
| 3Y | +100.5% | +51.9% | +48.6% | +76.6% |
| 5Y | +129.7% | +46.4% | +83.3% | +100.0% |
| 10Y | +423.4% | +343.5% | +79.9% | +238.9% |
| All | +8,919.3% | +15,675.2% | -6,755.9% | +1,451.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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