+99.2%
WMT vs XHB
+21.1%
+78.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.3% |
| 7D | -2.5% | -5.2% | +2.8% | -1.7% |
| 30D | -6.4% | -12.1% | +5.7% | -4.6% |
| 3M | -12.1% | -6.2% | -5.9% | -11.4% |
| 6M | -15.0% | -6.7% | -8.3% | -14.3% |
| YTD | -4.5% | -5.5% | +1.0% | -4.0% |
| 1Y | +6.2% | -15.6% | +21.8% | +8.5% |
| All | +99.2% | +21.1% | +78.1% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling