+135.9%
WMT vs XBI
+19.1%
+116.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | 0.0% | -4.6% | +4.7% | +0.5% |
| 30D | -7.4% | -2.0% | -5.4% | -7.2% |
| 3M | -10.9% | +17.8% | -28.7% | -12.4% |
| 6M | -12.7% | +23.7% | -36.4% | -14.7% |
| YTD | -3.2% | +28.2% | -31.4% | -5.9% |
| 1Y | +5.3% | +64.0% | -58.7% | -0.5% |
| 3Y | +101.9% | +99.4% | +2.5% | +85.8% |
| All | +135.9% | +19.1% | +116.8% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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