+1,081.4%
WMT vs EXPE
+723.5%
+357.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.1% |
| 6M | -2.3% | +19.0% | -21.3% | -4.2% |
| YTD | +15.7% | -8.4% | +24.1% | +15.5% |
| 1Y | +26.0% | -2.8% | +28.8% | +24.9% |
| 3Y | +136.5% | +120.8% | +15.8% | +113.8% |
| 5Y | +176.8% | +46.2% | +130.7% | +154.6% |
| 10Y | +537.5% | +123.8% | +413.7% | +437.6% |
| All | +1,081.4% | +723.5% | +357.9% | +614.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling