+7.0%
WMT vs XHB
-9.3%
+16.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.3% |
| 7D | +3.9% | -1.3% | +5.2% | +4.1% |
| 30D | -4.4% | -6.9% | +2.5% | -3.4% |
| 3M | -8.8% | -1.3% | -7.5% | -8.7% |
| 6M | -15.6% | -6.8% | -8.8% | -14.8% |
| YTD | -3.2% | +0.7% | -4.0% | -3.8% |
| 1Y | +7.0% | -11.2% | +18.3% | +7.6% |
| All | +7.0% | -9.3% | +16.3% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling