+9,012.0%
WMT vs RVTY
+2,416.7%
+6,595.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +3.9% | +1.1% | +2.8% | +3.8% |
| 30D | -4.4% | +13.2% | -17.6% | -6.2% |
| 3M | -8.8% | +27.2% | -36.0% | -12.2% |
| 6M | -15.6% | +32.4% | -48.0% | -19.6% |
| YTD | -3.2% | +34.9% | -38.1% | -8.3% |
| 1Y | +7.0% | +52.4% | -45.3% | -0.6% |
| 3Y | +105.3% | +12.3% | +93.0% | +95.9% |
| 5Y | +129.3% | -30.8% | +160.1% | +132.4% |
| 10Y | +423.9% | +150.7% | +273.2% | +327.2% |
| All | +9,012.0% | +2,416.7% | +6,595.3% | +3,229.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling