+943.6%
WMT vs RSP
+1,155.0%
-211.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.9% |
| 3M | +11.7% | +0.7% | +11.0% | +11.4% |
| 6M | -3.5% | +9.0% | -12.6% | -7.4% |
| YTD | +13.4% | +16.7% | -3.3% | +5.3% |
| 1Y | +23.6% | +19.0% | +4.7% | +13.7% |
| 3Y | +133.9% | +64.7% | +69.2% | +84.0% |
| 5Y | +170.1% | +49.6% | +120.5% | +120.0% |
| 10Y | +523.5% | +213.2% | +310.3% | +248.1% |
| All | +943.6% | +1,155.0% | -211.4% | +169.1% |
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