+7.0%
WMT vs RVMD
+430.6%
-423.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +3.9% | +1.0% | +2.9% | +4.0% |
| 30D | -4.4% | +6.4% | -10.8% | -4.2% |
| 3M | -8.8% | +34.9% | -43.7% | -7.9% |
| 6M | -15.6% | +107.6% | -123.2% | -13.6% |
| YTD | -3.2% | +163.7% | -166.9% | -0.3% |
| 1Y | +7.0% | +439.2% | -432.2% | +3.5% |
| All | +7.0% | +430.6% | -423.6% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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