+961.8%
WMT vs XBI
+905.2%
+56.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | -2.5% | -4.6% | +2.1% | -1.6% |
| 30D | -6.4% | -0.8% | -5.6% | -6.3% |
| 3M | -12.1% | +21.8% | -33.9% | -15.4% |
| 6M | -15.0% | +23.2% | -38.1% | -18.6% |
| YTD | -4.5% | +28.7% | -33.2% | -9.4% |
| 1Y | +6.2% | +67.8% | -61.6% | -4.4% |
| 3Y | +99.9% | +100.6% | -0.8% | +71.7% |
| 5Y | +131.4% | +19.8% | +111.6% | +115.0% |
| 10Y | +433.2% | +159.7% | +273.5% | +297.6% |
| All | +961.8% | +905.2% | +56.6% | +335.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling