+133.9%
WMT vs XLE
+63.9%
+70.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +0.6% | -6.7% | +7.3% | +1.3% |
| 30D | +12.8% | -4.4% | +17.2% | +13.1% |
| 3M | +11.7% | +4.0% | +7.7% | +10.7% |
| 6M | -3.5% | +13.2% | -16.7% | -5.6% |
| YTD | +13.4% | +41.9% | -28.5% | +6.5% |
| 1Y | +23.6% | +41.6% | -18.0% | +16.0% |
| 3Y | +133.9% | +64.0% | +69.9% | +109.4% |
| All | +133.9% | +63.9% | +70.0% | +109.4% |
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