+10,793.7%
WMT vs RVTY
+2,885.1%
+7,908.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.7% |
| 7D | +2.0% | -0.5% | +2.5% | +2.1% |
| 30D | +10.3% | +1.5% | +8.7% | +9.8% |
| 3M | +11.0% | +31.5% | -20.5% | +6.1% |
| 6M | -2.3% | +62.7% | -65.0% | -9.7% |
| YTD | +15.7% | +60.0% | -44.3% | +6.6% |
| 1Y | +26.0% | +65.7% | -39.7% | +15.3% |
| 3Y | +136.5% | +85.2% | +51.3% | +109.4% |
| 5Y | +176.8% | -14.9% | +191.7% | +171.4% |
| 10Y | +537.5% | +211.9% | +325.7% | +401.9% |
| All | +10,793.7% | +2,885.1% | +7,908.6% | +3,769.3% |
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