+9,012.0%
WMT vs EXC
+2,353.7%
+6,658.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | +3.9% | +0.3% | +3.6% | +3.9% |
| 30D | -4.4% | -3.7% | -0.7% | -3.5% |
| 3M | -8.8% | -1.3% | -7.5% | -8.5% |
| 6M | -15.6% | -9.7% | -5.9% | -13.6% |
| YTD | -3.2% | +2.9% | -6.1% | -4.0% |
| 1Y | +7.0% | +4.4% | +2.7% | +5.7% |
| 3Y | +105.3% | +22.2% | +83.1% | +93.6% |
| 5Y | +129.3% | +46.7% | +82.5% | +105.5% |
| 10Y | +423.9% | +155.3% | +268.6% | +301.3% |
| All | +9,012.0% | +2,353.7% | +6,658.2% | +2,770.1% |
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 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