+99.8%
WMT vs EXPE
+151.3%
-51.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.9% | +6.9% | -0.5% |
| 7D | +0.1% | -9.8% | +9.9% | +0.7% |
| 30D | -5.0% | -11.5% | +6.5% | -4.3% |
| 3M | -11.3% | +21.7% | -33.0% | -12.2% |
| 6M | -13.8% | +10.4% | -24.2% | -14.4% |
| YTD | -4.2% | -2.5% | -1.7% | -4.0% |
| 1Y | +4.6% | +27.3% | -22.8% | +1.9% |
| All | +99.8% | +151.3% | -51.5% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling