+133.9%
WMT vs RSP
+66.0%
+67.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.6% | +0.7% | -0.2% | +0.2% |
| 30D | +12.8% | +3.7% | +9.1% | +10.7% |
| 3M | +11.7% | +0.7% | +11.0% | +11.3% |
| 6M | -3.5% | +9.0% | -12.6% | -7.7% |
| YTD | +13.4% | +16.7% | -3.3% | +4.5% |
| 1Y | +23.6% | +19.0% | +4.7% | +12.8% |
| 3Y | +133.9% | +64.7% | +69.2% | +85.4% |
| All | +133.9% | +66.0% | +67.9% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling