+1,564.2%
WMT vs RSG
+1,999.8%
-435.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -2.5% | -1.8% | -0.7% | -2.1% |
| 30D | -6.4% | +2.8% | -9.2% | -7.0% |
| 3M | -12.1% | +4.3% | -16.4% | -12.9% |
| 6M | -15.0% | -0.5% | -14.4% | -14.9% |
| YTD | -4.5% | +5.2% | -9.7% | -5.6% |
| 1Y | +6.2% | -2.1% | +8.3% | +6.5% |
| 3Y | +99.9% | +56.5% | +43.4% | +81.9% |
| 5Y | +131.4% | +89.5% | +41.9% | +101.9% |
| 10Y | +433.2% | +424.8% | +8.4% | +282.3% |
| All | +1,564.2% | +1,999.8% | -435.5% | +822.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling