+195.8%
WMT vs RVMD
+620.8%
-425.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | -2.5% | -3.6% | +1.1% | -2.4% |
| 30D | -6.4% | -1.1% | -5.4% | -6.4% |
| 3M | -12.1% | +41.0% | -53.1% | -13.0% |
| 6M | -15.0% | +105.7% | -120.7% | -17.1% |
| YTD | -4.5% | +155.3% | -159.8% | -7.9% |
| 1Y | +6.2% | +402.7% | -396.5% | -0.5% |
| 3Y | +99.9% | +533.1% | -433.2% | +84.0% |
| 5Y | +131.4% | +583.5% | -452.1% | +109.8% |
| All | +195.8% | +620.8% | -425.1% | +165.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling