+1,424.7%
WMT vs XLE
+1,017.0%
+407.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +11.1% | -4.0% | +15.1% | +11.9% |
| 3M | +11.2% | +4.6% | +6.6% | +10.0% |
| 6M | -1.3% | +12.3% | -13.6% | -3.8% |
| YTD | +13.5% | +44.5% | -31.0% | +5.0% |
| 1Y | +22.5% | +42.4% | -19.9% | +13.6% |
| 3Y | +134.1% | +67.0% | +67.1% | +108.7% |
| 5Y | +170.3% | +161.9% | +8.3% | +116.1% |
| 10Y | +525.5% | +173.9% | +351.6% | +373.8% |
| All | +1,424.7% | +1,017.0% | +407.7% | +551.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling