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I will discuss two examples of non-conformal holographic theories. First is the maximally supersymmetric Yang-Mills theory in five dimensions, and the second is a mass deformation of N=4 SYM in four dimensions commonly known as N=2^*. Using supersymmetric localization, the expectation value of BPS Wilson loop operator can be computed exactly at large rank and strong coupling in both of these theories. In the talk I will review these results and explain how to reproduce them in string theory.