+1,431.0%
WMT vs XLE
+1,033.9%
+397.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | -1.2% | +4.4% | -5.6% | -2.0% |
| 30D | +12.4% | -4.3% | +16.7% | +13.2% |
| 3M | +9.0% | +6.0% | +3.0% | +7.6% |
| 6M | -3.0% | +13.2% | -16.2% | -5.6% |
| YTD | +14.0% | +46.7% | -32.7% | +5.1% |
| 1Y | +23.0% | +46.6% | -23.6% | +13.4% |
| 3Y | +135.1% | +69.6% | +65.5% | +108.9% |
| 5Y | +172.7% | +166.5% | +6.2% | +117.4% |
| 10Y | +528.1% | +178.0% | +350.1% | +374.4% |
| All | +1,431.0% | +1,033.9% | +397.1% | +552.5% |
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