+837.6%
WMT vs EXEL
+273.2%
+564.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +3.9% | +8.4% | -4.4% | +3.4% |
| 30D | -4.4% | +4.1% | -8.5% | -4.7% |
| 3M | -8.8% | +12.4% | -21.2% | -9.6% |
| 6M | -15.6% | +41.5% | -57.2% | -17.7% |
| YTD | -3.2% | +34.6% | -37.9% | -5.4% |
| 1Y | +7.0% | +57.9% | -50.8% | +3.4% |
| 3Y | +105.3% | +159.5% | -54.2% | +90.3% |
| 5Y | +129.3% | +198.5% | -69.2% | +109.2% |
| 10Y | +423.9% | +411.4% | +12.6% | +345.4% |
| All | +837.6% | +273.2% | +564.4% | +509.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling