+140.2%
WMT vs EXE
+182.2%
-42.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.5% |
| 7D | 0.0% | -3.1% | +3.2% | +0.2% |
| 30D | -7.4% | -0.9% | -6.5% | -7.4% |
| 3M | -10.9% | +9.6% | -20.4% | -11.5% |
| 6M | -12.7% | -11.6% | -1.1% | -12.1% |
| YTD | -3.2% | -12.6% | +9.3% | -2.6% |
| 1Y | +5.3% | +1.2% | +4.1% | +4.8% |
| 3Y | +101.9% | +18.0% | +83.8% | +98.2% |
| 5Y | +134.6% | +101.1% | +33.5% | +123.4% |
| All | +140.2% | +182.2% | -42.0% | +122.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling