+199.7%
WMT vs RVMD
+622.3%
-422.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | 0.0% | -3.0% | +3.0% | +0.1% |
| 30D | -7.4% | -0.7% | -6.7% | -7.4% |
| 3M | -10.9% | +36.5% | -47.4% | -11.7% |
| 6M | -12.7% | +104.6% | -117.3% | -14.9% |
| YTD | -3.2% | +155.8% | -159.0% | -6.7% |
| 1Y | +5.3% | +340.7% | -335.4% | -0.8% |
| 3Y | +101.9% | +519.9% | -418.1% | +86.0% |
| 5Y | +134.6% | +584.9% | -450.4% | +112.6% |
| All | +199.7% | +622.3% | -422.6% | +168.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling