+27.4%
WMT vs EXE
-18.4%
+45.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +3.4% |
| 7D | +8.8% | -4.7% | +13.4% | +8.8% |
| 30D | +22.9% | +1.0% | +21.9% | +22.8% |
| 3M | +16.1% | -5.6% | +21.7% | +16.0% |
| 6M | -0.5% | -12.3% | +11.8% | -0.5% |
| YTD | +16.7% | -19.5% | +36.2% | +16.7% |
| 1Y | +27.4% | -18.9% | +46.2% | +29.0% |
| All | +27.4% | -18.4% | +45.8% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling