+10,587.0%
WMT vs EXPD
+30,988.6%
-20,401.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.3% |
| 7D | -1.6% | -5.5% | +3.9% | -0.7% |
| 30D | +12.9% | -1.9% | +14.7% | +13.1% |
| 3M | +12.6% | +6.1% | +6.5% | +11.4% |
| 6M | -3.4% | +21.6% | -25.0% | -6.8% |
| YTD | +13.5% | +27.9% | -14.4% | +7.9% |
| 1Y | +23.5% | +39.4% | -15.9% | +15.6% |
| 3Y | +137.3% | +72.7% | +64.7% | +112.2% |
| 5Y | +167.9% | +60.3% | +107.6% | +140.1% |
| 10Y | +526.6% | +332.6% | +194.0% | +369.7% |
| All | +10,587.0% | +30,988.6% | -20,401.6% | +4,408.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling