+7.0%
WMT vs EXPD
+57.8%
-50.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.2% |
| 7D | +3.9% | -1.1% | +5.1% | +3.9% |
| 30D | -4.4% | +4.1% | -8.5% | -4.5% |
| 3M | -8.8% | +17.9% | -26.7% | -8.8% |
| 6M | -15.6% | +29.2% | -44.9% | -15.6% |
| YTD | -3.2% | +27.4% | -30.6% | -4.2% |
| 1Y | +7.0% | +56.8% | -49.8% | +1.9% |
| All | +7.0% | +57.8% | -50.8% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling