+140.2%
WMT vs EXE
+191.4%
-51.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | +3.9% | -0.3% | +4.2% | +3.9% |
| 30D | -4.4% | +8.5% | -12.9% | -4.9% |
| 3M | -8.8% | +5.5% | -14.2% | -9.2% |
| 6M | -15.6% | -5.9% | -9.7% | -15.4% |
| YTD | -3.2% | -9.7% | +6.5% | -2.8% |
| 1Y | +7.0% | +3.6% | +3.5% | +6.4% |
| 3Y | +105.3% | +18.0% | +87.3% | +101.6% |
| 5Y | +129.3% | +109.4% | +19.8% | +117.7% |
| All | +140.2% | +191.4% | -51.2% | +122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling