+421.1%
WMT vs ROL
+210.1%
+210.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.5% | -3.2% | +0.7% | -1.6% |
| 30D | -6.4% | -6.6% | +0.2% | -4.7% |
| 3M | -12.1% | -27.3% | +15.2% | -4.4% |
| 6M | -15.0% | -38.1% | +23.1% | -3.5% |
| YTD | -4.5% | -41.8% | +37.3% | +9.6% |
| 1Y | +6.2% | -37.8% | +44.0% | +19.3% |
| 3Y | +99.9% | -0.3% | +100.2% | +95.5% |
| 5Y | +131.4% | -5.1% | +136.5% | +125.2% |
| All | +421.1% | +210.1% | +210.9% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling