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Winchester JHP from WalMart may not be as good as premium JHP ammo from a major company
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And how is Winchester NOT a major company???
If Wal-Mart has their own brand of ammo (I've never seen it), it's made by someone else. Wal-Mart doesn't make ammo. The problem is: you don't know who made it or what the specs/ballistics are on it. As for what they carry, a reputable band of JHP (such as Winchester) will suffice for some. However, I prefer a couple of brands Wal-Mart doesn't carry, namely Speer and Corbon.
Just for the record, Are you willing to compromise your safety on cheap, unknown ammo???