+170.3%
WMT vs EXC
+40.5%
+129.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -2.7% | -1.4% | -1.3% | -2.3% |
| 30D | +11.1% | +8.3% | +2.8% | +8.8% |
| 3M | +11.2% | +2.6% | +8.6% | +10.4% |
| 6M | -1.3% | +5.2% | -6.4% | -2.6% |
| YTD | +13.5% | +7.5% | +6.0% | +11.2% |
| 1Y | +22.5% | +3.2% | +19.4% | +21.2% |
| 3Y | +134.1% | +29.5% | +104.6% | +117.8% |
| 5Y | +170.3% | +39.7% | +130.6% | +136.1% |
| All | +170.3% | +40.5% | +129.8% | +136.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling