+962.8%
WMT vs XHB
+163.2%
+799.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | -0.2% | -1.9% | +1.7% | +0.2% |
| 30D | -5.8% | -8.3% | +2.5% | -3.9% |
| 3M | -10.8% | -7.1% | -3.6% | -9.4% |
| 6M | -14.3% | -5.3% | -9.1% | -13.7% |
| YTD | -4.4% | -3.2% | -1.2% | -4.3% |
| 1Y | +4.3% | -13.9% | +18.2% | +7.2% |
| 3Y | +100.1% | +24.9% | +75.2% | +84.5% |
| 5Y | +130.8% | +34.5% | +96.3% | +105.5% |
| 10Y | +433.7% | +215.5% | +218.3% | +271.9% |
| All | +962.8% | +163.2% | +799.6% | +587.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling