-3.4%
WMT vs XLE
+11.2%
-14.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +11.1% | -4.0% | +15.1% | +10.8% |
| 3M | +11.2% | +4.6% | +6.6% | +8.1% |
| All | -3.4% | +11.2% | -14.6% | -8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling