+129.7%
WMT vs RSP
+51.6%
+78.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | -5.0% | -1.5% | -3.4% | -4.3% |
| 3M | -11.3% | +4.8% | -16.1% | -13.2% |
| 6M | -13.8% | +10.3% | -24.1% | -17.7% |
| YTD | -4.2% | +14.1% | -18.3% | -10.1% |
| 1Y | +4.6% | +17.0% | -12.5% | -3.1% |
| 3Y | +100.5% | +54.2% | +46.3% | +62.8% |
| 5Y | +129.7% | +51.5% | +78.2% | +84.6% |
| All | +129.7% | +51.6% | +78.0% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling