+544.2%
WMT vs EXPE
+123.5%
+420.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +2.0% | -0.5% | +2.5% | +2.1% |
| 30D | +10.3% | -6.1% | +16.4% | +10.6% |
| 3M | +11.0% | -21.3% | +32.3% | +12.5% |
| 6M | -2.3% | +19.0% | -21.3% | -3.6% |
| YTD | +15.7% | -8.4% | +24.1% | +15.7% |
| 1Y | +26.0% | -2.8% | +28.8% | +25.4% |
| 3Y | +136.5% | +120.8% | +15.8% | +119.9% |
| 5Y | +176.8% | +46.2% | +130.7% | +159.5% |
| All | +544.2% | +123.5% | +420.7% | +483.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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