+100.5%
WMT vs XLE
+55.7%
+44.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -5.0% | +12.6% | -17.6% | -6.6% |
| 3M | -11.3% | +11.8% | -23.1% | -12.8% |
| 6M | -13.8% | +16.1% | -29.9% | -15.8% |
| YTD | -4.2% | +46.9% | -51.1% | -9.9% |
| 1Y | +4.6% | +53.3% | -48.7% | -2.4% |
| 3Y | +100.5% | +54.9% | +45.6% | +82.4% |
| All | +100.5% | +55.7% | +44.8% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling