+534.7%
WMT vs EXPD
+336.9%
+197.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.3% |
| 7D | -1.2% | +3.6% | -4.8% | -2.0% |
| 30D | +12.4% | +0.3% | +12.1% | +12.2% |
| 3M | +9.0% | +6.1% | +3.0% | +7.4% |
| 6M | -3.0% | +27.4% | -30.3% | -8.6% |
| YTD | +14.0% | +32.0% | -18.0% | +5.4% |
| 1Y | +23.0% | +40.5% | -17.5% | +11.8% |
| 3Y | +135.1% | +75.7% | +59.4% | +97.6% |
| 5Y | +172.7% | +61.7% | +111.0% | +131.5% |
| All | +534.7% | +336.9% | +197.7% | +287.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling