+544.2%
WMT vs XLE
+181.7%
+362.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.4% |
| 7D | +2.0% | +5.4% | -3.4% | +1.3% |
| 30D | +10.3% | -3.9% | +14.2% | +10.7% |
| 3M | +11.0% | +7.0% | +3.9% | +9.8% |
| 6M | -2.3% | +14.2% | -16.5% | -4.3% |
| YTD | +15.7% | +48.2% | -32.5% | +9.3% |
| 1Y | +26.0% | +47.7% | -21.7% | +19.0% |
| 3Y | +136.5% | +70.0% | +66.5% | +117.9% |
| 5Y | +176.8% | +169.1% | +7.7% | +137.8% |
| All | +544.2% | +181.7% | +362.5% | +465.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 10y: compounded portfolio wealth divided by compounded XLE 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…
10y analysis · Full analysis span regression · 6 months rolling