+168.5%
WMT vs EXPD
+55.6%
+113.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.5% | -1.4% |
| 7D | +1.6% | -7.2% | +8.8% | +2.7% |
| 30D | +16.1% | -3.3% | +19.3% | +16.5% |
| 3M | +12.3% | +3.4% | +8.9% | +11.6% |
| 6M | -3.1% | +22.7% | -25.8% | -6.3% |
| YTD | +13.4% | +24.5% | -11.1% | +8.6% |
| 1Y | +24.5% | +38.6% | -14.2% | +16.7% |
| 3Y | +135.7% | +71.5% | +64.2% | +108.3% |
| All | +168.5% | +55.6% | +113.0% | +142.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling