+135.9%
WMT vs XEL
+29.8%
+106.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -7.4% | -3.9% | -3.5% | -6.4% |
| 3M | -10.9% | -2.8% | -8.1% | -10.2% |
| 6M | -12.7% | -5.4% | -7.3% | -11.5% |
| YTD | -3.2% | +3.8% | -7.0% | -4.3% |
| 1Y | +5.3% | +6.8% | -1.6% | +3.2% |
| 3Y | +101.9% | +45.6% | +56.3% | +81.3% |
| All | +135.9% | +29.8% | +106.1% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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