+135.9%
WMT vs XHB
+33.0%
+102.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.0% |
| 7D | 0.0% | -4.6% | +4.6% | +0.9% |
| 30D | -7.4% | -9.1% | +1.7% | -5.7% |
| 3M | -10.9% | -8.6% | -2.3% | -9.5% |
| 6M | -12.7% | -4.0% | -8.7% | -12.4% |
| YTD | -3.2% | -3.9% | +0.7% | -3.0% |
| 1Y | +5.3% | -16.5% | +21.7% | +8.3% |
| 3Y | +101.9% | +22.6% | +79.3% | +87.6% |
| All | +135.9% | +33.0% | +102.9% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling