+131.4%
WMT vs RVTY
-34.5%
+165.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +0.1% |
| 7D | -2.5% | -7.4% | +4.9% | -1.9% |
| 30D | -6.4% | +4.5% | -10.9% | -6.8% |
| 3M | -12.1% | +19.5% | -31.6% | -13.6% |
| 6M | -15.0% | +34.1% | -49.1% | -17.6% |
| YTD | -4.5% | +25.3% | -29.7% | -7.1% |
| 1Y | +6.2% | +47.0% | -40.8% | +1.1% |
| 3Y | +99.9% | +14.1% | +85.7% | +93.5% |
| 5Y | +131.4% | -34.6% | +166.0% | +138.9% |
| All | +131.4% | -34.5% | +165.9% | +138.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling