+428.1%
WMT vs RRX
+228.4%
+199.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.3% | +0.9% |
| 7D | 0.0% | -0.3% | +0.4% | 0.0% |
| 30D | -7.4% | -6.1% | -1.3% | -6.8% |
| 3M | -10.9% | -23.1% | +12.2% | -8.8% |
| 6M | -12.7% | -19.5% | +6.9% | -11.7% |
| YTD | -3.2% | +16.1% | -19.3% | -6.9% |
| 1Y | +5.3% | +12.9% | -7.7% | +1.3% |
| 3Y | +101.9% | +7.9% | +93.9% | +89.5% |
| 5Y | +134.6% | +19.1% | +115.5% | +111.8% |
| All | +428.1% | +228.4% | +199.7% | +276.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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