+6.2%
WMT vs RSP
+15.5%
-9.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -2.5% | -3.1% | +0.6% | -1.5% |
| 30D | -6.4% | -3.4% | -3.0% | -5.4% |
| 3M | -12.1% | +3.6% | -15.7% | -12.6% |
| 6M | -15.0% | +9.0% | -23.9% | -17.1% |
| YTD | -4.5% | +12.2% | -16.7% | -7.5% |
| 1Y | +6.2% | +15.6% | -9.4% | +3.3% |
| All | +6.2% | +15.5% | -9.3% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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