+10,793.7%
WMT vs RRC
+1,510.8%
+9,282.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.5% |
| 7D | +2.0% | +6.4% | -4.3% | +1.8% |
| 30D | +10.3% | +23.9% | -13.6% | +9.3% |
| 3M | +11.0% | +30.2% | -19.2% | +9.8% |
| 6M | -2.3% | +26.3% | -28.6% | -3.3% |
| YTD | +15.7% | +48.1% | -32.4% | +13.8% |
| 1Y | +26.0% | +37.7% | -11.7% | +24.2% |
| 3Y | +136.5% | +60.3% | +76.2% | +131.0% |
| 5Y | +176.8% | +135.3% | +41.6% | +164.1% |
| 10Y | +537.5% | +73.3% | +464.2% | +487.4% |
| All | +10,793.7% | +1,510.8% | +9,282.9% | +9,390.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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