+421.1%
WMT vs EXC
+159.4%
+261.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -2.5% | -1.6% | -0.8% | -2.0% |
| 30D | -6.4% | -2.4% | -4.0% | -5.8% |
| 3M | -12.1% | -4.0% | -8.2% | -11.1% |
| 6M | -15.0% | -9.8% | -5.2% | -12.6% |
| YTD | -4.5% | +2.3% | -6.8% | -5.3% |
| 1Y | +6.2% | +3.8% | +2.3% | +4.8% |
| 3Y | +99.9% | +19.7% | +80.1% | +88.0% |
| 5Y | +131.4% | +45.6% | +85.8% | +103.7% |
| All | +421.1% | +159.4% | +261.7% | +301.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling