+5.3%
WMT vs RSG
-1.5%
+6.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.1% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -7.4% | +4.0% | -11.4% | -8.6% |
| 3M | -10.9% | +7.4% | -18.2% | -12.8% |
| 6M | -12.7% | +0.1% | -12.8% | -13.5% |
| YTD | -3.2% | +6.0% | -9.2% | -5.8% |
| 1Y | +5.3% | -3.0% | +8.2% | +4.7% |
| All | +5.3% | -1.5% | +6.8% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling