+10,587.9%
WMT vs ROL
+9,745.6%
+842.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.7% | +0.8% | -3.5% | -2.9% |
| 30D | +11.1% | +20.6% | -9.4% | +6.3% |
| 3M | +11.2% | +4.5% | +6.7% | +9.9% |
| 6M | -1.3% | -26.5% | +25.2% | +5.6% |
| YTD | +13.5% | -34.8% | +48.4% | +24.4% |
| 1Y | +22.5% | -33.2% | +55.7% | +33.4% |
| 3Y | +134.1% | +4.5% | +129.7% | +128.4% |
| 5Y | +170.3% | +15.5% | +154.7% | +154.0% |
| 10Y | +525.5% | +217.2% | +308.3% | +357.2% |
| All | +10,587.9% | +9,745.6% | +842.3% | +2,875.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling