+131.4%
WMT vs EXE
+99.3%
+32.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -2.5% | -2.2% | -0.3% | -2.3% |
| 30D | -6.4% | -0.8% | -5.6% | -6.4% |
| 3M | -12.1% | +10.0% | -22.2% | -12.7% |
| 6M | -15.0% | -6.3% | -8.6% | -14.7% |
| YTD | -4.5% | -10.7% | +6.2% | -4.0% |
| 1Y | +6.2% | +2.7% | +3.5% | +5.6% |
| 3Y | +99.9% | +19.1% | +80.8% | +96.3% |
| 5Y | +131.4% | +105.4% | +26.0% | +124.7% |
| All | +131.4% | +99.3% | +32.1% | +124.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling