+130.8%
WMT vs EXPE
+89.3%
+41.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -0.2% | -11.5% | +11.3% | +0.5% |
| 30D | -5.8% | -13.1% | +7.2% | -5.0% |
| 3M | -10.8% | +18.1% | -28.9% | -11.7% |
| 6M | -14.3% | +13.3% | -27.6% | -15.2% |
| YTD | -4.4% | -3.2% | -1.2% | -4.5% |
| 1Y | +4.3% | +26.1% | -21.8% | +1.8% |
| 3Y | +100.1% | +151.7% | -51.6% | +83.3% |
| 5Y | +130.8% | +88.3% | +42.5% | +111.2% |
| All | +130.8% | +89.3% | +41.6% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling