+135.9%
WMT vs RVMD
+576.1%
-440.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.5% |
| 6M | -12.7% | +104.6% | -117.3% | -14.4% |
| YTD | -3.2% | +155.8% | -159.0% | -6.0% |
| 1Y | +5.3% | +340.7% | -335.4% | +0.1% |
| 3Y | +101.9% | +519.9% | -418.1% | +88.6% |
| All | +135.9% | +576.1% | -440.2% | +117.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling