+10,632.1%
WMT vs EXC
+2,465.6%
+8,166.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.2% | -1.9% | +0.7% | -0.7% |
| 30D | +12.4% | +7.8% | +4.6% | +10.4% |
| 3M | +9.0% | +1.9% | +7.2% | +8.5% |
| 6M | -3.0% | +3.4% | -6.3% | -3.8% |
| YTD | +14.0% | +7.6% | +6.4% | +11.8% |
| 1Y | +23.0% | +2.1% | +20.9% | +22.1% |
| 3Y | +135.1% | +29.6% | +105.5% | +118.7% |
| 5Y | +172.7% | +39.5% | +133.2% | +147.4% |
| 10Y | +528.1% | +200.2% | +327.9% | +364.1% |
| All | +10,632.1% | +2,465.6% | +8,166.5% | +3,243.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling