+4.3%
WMT vs XLE
+53.7%
-49.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -0.2% | +0.3% | -0.6% | -0.3% |
| 30D | -5.8% | +8.5% | -14.4% | -6.5% |
| 3M | -10.8% | +14.6% | -25.4% | -12.0% |
| 6M | -14.3% | +17.6% | -31.9% | -15.6% |
| YTD | -4.4% | +48.1% | -52.5% | -7.0% |
| 1Y | +4.3% | +53.8% | -49.5% | +1.2% |
| All | +4.3% | +53.7% | -49.4% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling