+9,012.0%
WMT vs ROL
+9,030.3%
-18.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +3.9% | -1.4% | +5.4% | +4.3% |
| 30D | -4.4% | -4.1% | -0.3% | -3.5% |
| 3M | -8.8% | -22.5% | +13.7% | -3.4% |
| 6M | -15.6% | -37.7% | +22.0% | -6.1% |
| YTD | -3.2% | -39.6% | +36.4% | +8.0% |
| 1Y | +7.0% | -36.0% | +43.1% | +17.7% |
| 3Y | +105.3% | -5.1% | +110.4% | +104.5% |
| 5Y | +129.3% | -3.4% | +132.6% | +124.4% |
| 10Y | +423.9% | +215.2% | +208.7% | +284.2% |
| All | +9,012.0% | +9,030.3% | -18.3% | +2,485.0% |
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