+99.4%
WMT vs RVTY
+16.6%
+82.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.1% |
| 7D | -0.2% | -5.4% | +5.2% | -0.1% |
| 30D | -5.8% | +6.7% | -12.6% | -6.1% |
| 3M | -10.8% | +19.0% | -29.8% | -11.5% |
| 6M | -14.3% | +34.6% | -49.0% | -15.8% |
| YTD | -4.4% | +28.3% | -32.7% | -6.1% |
| 1Y | +4.3% | +46.0% | -41.7% | +1.3% |
| All | +99.4% | +16.6% | +82.8% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 3y: compounded portfolio wealth divided by compounded RVTY 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…
3y analysis · Full analysis span regression · 6 months rolling