+428.1%
WMT vs EXEL
+375.2%
+52.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.5% |
| 7D | 0.0% | -4.9% | +4.9% | +0.4% |
| 30D | -7.4% | +11.4% | -18.8% | -8.3% |
| 3M | -10.9% | +4.9% | -15.8% | -11.3% |
| 6M | -12.7% | +34.4% | -47.1% | -15.0% |
| YTD | -3.2% | +28.0% | -31.3% | -5.5% |
| 1Y | +5.3% | +43.6% | -38.4% | +1.6% |
| 3Y | +101.9% | +155.2% | -53.3% | +83.4% |
| 5Y | +134.6% | +181.2% | -46.6% | +109.5% |
| All | +428.1% | +375.2% | +52.9% | +349.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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