+790.5%
WMT vs RSP
+1,139.7%
-349.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +3.9% | -0.8% | +4.7% | +4.3% |
| 30D | -4.4% | -0.3% | -4.1% | -4.2% |
| 3M | -8.8% | +4.3% | -13.1% | -10.6% |
| 6M | -15.6% | +8.8% | -24.5% | -19.0% |
| YTD | -3.2% | +15.3% | -18.5% | -9.6% |
| 1Y | +7.0% | +18.3% | -11.2% | -1.3% |
| 3Y | +105.3% | +52.8% | +52.5% | +67.1% |
| 5Y | +129.3% | +51.7% | +77.5% | +85.4% |
| 10Y | +423.9% | +208.5% | +215.5% | +194.5% |
| All | +790.5% | +1,139.7% | -349.1% | +131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling