+136.5%
WMT vs EXPE
+121.7%
+14.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +10.7% |
| 3M | +11.0% | -21.3% | +32.3% | +12.6% |
| 6M | -2.3% | +19.0% | -21.3% | -3.2% |
| YTD | +15.7% | -8.4% | +24.1% | +16.4% |
| 1Y | +26.0% | -2.8% | +28.8% | +26.0% |
| 3Y | +136.5% | +120.8% | +15.8% | +112.2% |
| All | +136.5% | +121.7% | +14.8% | +112.2% |
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