+6.2%
WMT vs EXPE
+28.4%
-22.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | -2.5% | -8.7% | +6.2% | -2.4% |
| 30D | -6.4% | -13.6% | +7.2% | -6.3% |
| 3M | -12.1% | +26.6% | -38.8% | -11.1% |
| 6M | -15.0% | +19.9% | -34.9% | -14.1% |
| YTD | -4.5% | -1.7% | -2.8% | -3.5% |
| 1Y | +6.2% | +29.4% | -23.3% | +5.8% |
| All | +6.2% | +28.4% | -22.2% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling