+8,892.0%
WMT vs RRX
+3,748.6%
+5,143.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | -2.5% | -3.7% | +1.3% | -1.9% |
| 30D | -6.4% | -9.3% | +2.9% | -5.1% |
| 3M | -12.1% | -21.8% | +9.7% | -9.6% |
| 6M | -15.0% | -22.0% | +7.0% | -13.1% |
| YTD | -4.5% | +11.9% | -16.4% | -8.1% |
| 1Y | +6.2% | +11.6% | -5.4% | +1.8% |
| 3Y | +99.9% | +2.2% | +97.7% | +88.3% |
| 5Y | +131.4% | +14.9% | +116.6% | +109.9% |
| 10Y | +433.2% | +214.2% | +219.0% | +294.0% |
| All | +8,892.0% | +3,748.6% | +5,143.4% | +4,660.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling